1 citations · 2 across the 2 of their papers we have counts for
2 papers
math.ST2023★ 1 cited
Decomposable Tail Graphical Models
Adrian Casey, Ioannis Papastathopoulos
We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate…
math.ST2019★ 1 cited
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains
Ioannis Papastathopoulos, Adrian Casey, Jonathan A. Tawn
We derive some key extremal features for th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The ch…