Models for the extremes of Markov chains

Biometrika

Volumn 85, Issue 4, 1998, Pages 851-867

  Bortot, Paola ^a   Tawn, Jonathan A ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Asymptotic independence; Bivariate extreme value distribution; Extremal index; Extreme value theory; Gaussian process; Markov chain

Indexed keywords

EID: 0001474055     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/85.4.851     Document Type: Article

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