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Results for Extreme value theory • Generalised Pareto distribution • Markov chain • Threshold model

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  1. 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 journalJournal articlepeer-review