A sufficiency property arising from the characterization of extremes of Markov chains
type: Item
instance of: scholarly article
title: A sufficiency property arising from the characterization of extremes of Markov chains
zbMATH Open document ID: 0955.60059
DOI: 10.2307/3318638
author: Paola Bortot
author: Stuart Coles
published in: Bernoulli
publication date: 2000-04-09T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bj/1082665385
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 1428376
zbMATH Keywords: extreme value theory
zbMATH Keywords: kernel density estimation
zbMATH Keywords: Markov chain
zbMATH Keywords: random walk
zbMATH Keywords: sufficient statistics
MaRDI profile type: Publication
OpenAlex ID: W2050669530
Recommended article: Extremal behaviour of stationary Markov chains with applications
Recommended article: Extreme Value Theory for a Class of Markov Chains with Values in ℝd
Recommended article: Q4877211
Recommended article: The extremal index for a Markov chain
Recommended article: Asymptotic distributions of extremes of extremal Markov sequences
description: scientific article; zbMATH DE number 1428376