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Models for the extremes of Markov chains |
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| Authors: | BORTOT PAOLA; TAWN JONATHAN A |
| Institution: | Department of Statistical Sciences, University of Padova 35121 Padova, Italybortot{at}hal.stat.unipd.it Department of Mathematics and Statistics, Lancaster University University, Lancaster LA1 4YF, U.K.j.tawn{at}lancaster.ac.uk |
| Abstract: | |
| Keywords: | Asymptotic independence Bivariate extreme value distribution Extremal index Extreme value theory Gaussian process Markov chain |
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