The effect of the Markov chain condition on the prediction of extreme values
Author:
Publisher
Elsevier BV
Subject
Mechanical Engineering,Mechanics of Materials,Acoustics and Ultrasonics,Condensed Matter Physics
Reference15 articles.
1. Extreme value estimates based on the envelope concept;Naess;Journal of Applied Ocean Research,1982
2. The distribution of extreme values in sample whose members are subject to a Markov chain condition;Epstein;Annals of Mathematical Statistics,1949
3. Characteristics of excursions above a high level for a Gaussian process and its envelope;Belyaev;Theory of Probability and its Applications,1969
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