Markov chain models for threshold exceedances (Q4364896)
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scientific article; zbMATH DE number 1088743
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| English | Markov chain models for threshold exceedances |
scientific article; zbMATH DE number 1088743 |
Statements
Markov chain models for threshold exceedances (English)
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7 July 1998
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extreme value theory
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generalised Pareto distribution
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Markov chains
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threshold model
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0.851597011089325
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0.8174086809158325
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