Maxima and exceedances of stationary Markov chains (Q3800808)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maxima and exceedances of stationary Markov chains |
scientific article |
Statements
Maxima and exceedances of stationary Markov chains (English)
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1988
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extremal behavior of a Harris recurrent Markov chain
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extreme value theory
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tail probabilities
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autoregressive processes
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