Geometric ergodicity for some space–time max-stable Markov chains
Christian Y. Robert and
Erwan Koch
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Christian Y. Robert: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Erwan Koch: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
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Date: 2019-02
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Published in Statistics and Probability Letters, 2019, 145, pp.43-49
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02006803
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