Results for homogeneous and stationary Markov chain

Publications & Outputs

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

   Papastathopoulos, I., Casey, A. & Tawn, J., 30/06/2025, In: Advances in Applied Probability. 57, 2, p. 407-452 45 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review