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Volumn 74, Issue 4, 2005, Pages 330-336

Approximate distributions of clusters of extremes

Author keywords

Cluster of extremes; Extremal index; Maximum; Stationary sequence; Threshold exceedance

Indexed keywords


EID: 25144469282     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.04.054     Document Type: Article
Times cited : (15)

References (11)
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    • (1987) Ann. Probab. , vol.15 , pp. 281-291
    • O'Brien, G.L.1
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  • 7
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    • Functionals of clusters of extremes
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  • 8
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    • Markov chain models for threshold exceedances
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  • 10
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    • The extremal index of a higher-order stationary Markov chain
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    • The distributions of cluster functionals of extreme events in a dth-order Markov chain
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.