Extremes of Markov sequences

DOI10.1016/0378-3758(94)00070-0zbMath0826.60040OpenAlexW2003751184MaRDI QIDQ1890877

Maxime Kiki, George Haiman, Madan Lal Puri

Publication date: 14 November 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00070-0

zbMATH Keywords

asymptotic independencestationary Markov sequenceuniformly bounded transition

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Extreme values statistics for Markov chains via the (pseudo-) regenerative method

Cites Work

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• An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences
• Extreme values for stationary and Markov sequences
• Maxima and exceedances of stationary Markov chains
• High-Level exceedances of regenerative and semi-stationary processes
• The extremal index for a Markov chain

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