The distributions of cluster functionals of extreme events in a dth-order Markov chain
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Publication:4503208
DOI10.1239/jap/1014842266zbMath0959.60043MaRDI QIDQ4503208
Publication date: 26 April 2001
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1014842266
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
60J05: Discrete-time Markov processes on general state spaces
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