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

Publications & Outputs

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 Journal/Magazine › Journal article › peer-review