Elek, Péter; Zempléni, András Modelling extremes of time-dependent data by Markov-switching structures. (English) Zbl 1159.62056 J. Stat. Plann. Inference 139, No. 6, 1953-1967 (2009). MSC: 62M10 62M05 62P12 62G32 65C60 PDFBibTeX XMLCite \textit{P. Elek} and \textit{A. Zempléni}, J. Stat. Plann. Inference 139, No. 6, 1953--1967 (2009; Zbl 1159.62056) Full Text: DOI
Elek, Péter; Zempléni, András Tail behaviour and extremes of two-state Markov-switching autoregressive models. (English) Zbl 1142.62351 Comput. Math. Appl. 55, No. 12, 2839-2855 (2008). MSC: 62G32 62M10 62P12 PDFBibTeX XMLCite \textit{P. Elek} and \textit{A. Zempléni}, Comput. Math. Appl. 55, No. 12, 2839--2855 (2008; Zbl 1142.62351) Full Text: DOI