Extreme value theory for a class of Markov chains with values in ℝd

Advances in Applied Probability

Volumn 29, Issue 1, 1997, Pages 138-164

  Perfekt, Roland ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

Multivariate extremal index; Multivariate extreme values; Stationary Markov chain

Indexed keywords

EID: 0010100928     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.2307/1427864     Document Type: Article

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