Pages that link to "Item:Q945187"
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The following pages link to Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187):
Displaying 5 items.
- Renewal regime switching and stable limit laws (Q265118) (← links)
- The distribution of the maximum of a first order autoregressive process: The continuous case (Q641767) (← links)
- A two-state regime switching autoregressive model with an application to river flow analysis (Q997301) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- Extremes of autoregressive threshold processes (Q5320659) (← links)