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Hidden tail chains and recurrence equations for dependence parameters
  associated with extremes of higher-order Markov chains
v1v2v3v4v5 (latest)

Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains

10 March 2019
I. Papastathopoulos
Adrian Casey
J. Tawn
ArXiv (abs)PDFHTML

Papers citing "Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains"

2 / 2 papers shown
Title
Sparse Structures for Multivariate Extremes
Sparse Structures for Multivariate Extremes
Sebastian Engelke
J. Ivanovs
106
78
0
25 Apr 2020
Graphical Models for Extremes
Graphical Models for Extremes
Sebastian Engelke
Adrien Hitz
134
114
0
04 Dec 2018
1