Markov chain models for threshold exceedances
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Publication:4364896
DOI10.1093/biomet/84.2.249zbMath0891.60047OpenAlexW2080517544MaRDI QIDQ4364896
Jonathan A. Tawn, Stuart G. Coles, Richard L. Smith
Publication date: 7 July 1998
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3625
Extreme value theory; extremal stochastic processes (60G70) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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