A sufficiency property arising from the characterization of extremes of Markov chains (Q1975196)
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English | A sufficiency property arising from the characterization of extremes of Markov chains |
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A sufficiency property arising from the characterization of extremes of Markov chains (English)
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9 April 2000
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extreme value theory
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kernel density estimation
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Markov chain
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random walk
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sufficient statistics
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