Extremes of Markov chains with tail switching potential
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1046/j.1369-7412.2003.00419.x/fullpdf
Reference19 articles.
1. A sufficiency property arising from the characterization of extremes of Markov chains;Bortot;Bernoulli,2000
2. An Introduction to Statistical Modeling of Extreme Values
3. A seasonal Markov model for extremely low temperatures;Coles;Environmetrics,1997
4. Models for exceedances over high thresholds (with discussion);Davison;J. R. Statist. Soc.,1990
5. Modelling Extremal Events
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