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Results for Extreme value theory • Generalised Pareto distribution • Markov chain • Threshold model
Publications & Outputs
Markov chain models for threshold exceedances.
Smith, R. L.
,
Tawn, J. A.
&
Coles, S. G.
,
1997
,
In:
Biometrika.
84
,
2
,
p. 249-268
20 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review