Markov chain models for threshold exceedances (Q4364896): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:26, 6 February 2024
scientific article; zbMATH DE number 1088743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain models for threshold exceedances |
scientific article; zbMATH DE number 1088743 |
Statements
Markov chain models for threshold exceedances (English)
0 references
7 July 1998
0 references
extreme value theory
0 references
generalised Pareto distribution
0 references
Markov chains
0 references
threshold model
0 references
