Extensions for Rare Events
Author:
Publisher
Springer Basel
Link
http://link.springer.com/content/pdf/10.1007/978-3-0348-0009-9_11.pdf
Reference40 articles.
1. Alpuim, M.T., Catkan, N., and Hüsler, J. (1995). Extremes and clustering of nonstationary max-AR(1) sequences. Stoch. Process. Appl. 56, 171-184.
2. Amram, F. (1985). Multivariate extreme value distributions for stationary Gaussian sequences. J. Mult. Analysis 16, 237-240.
3. Anderson, C.W. (1970). Extreme value theory for a class of discrete distributions, with applications to some stochastic processes. J. Appl. Prob. 7, 99-113.
4. Berman, S.M. (1992). Sojourns and Extremes of Stochastic Processes. Wadsworth and Brooks, Pacific Grove.
5. Chernick, M.R., Hsing, T., and McCormick, W.P. (1991). Calculating the extremal index for a class of stationary sequences. Adv. Appl. Probab. 23, 835-850.
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