Markov chain models for threshold exceedances

RL Smith, JA Tawn, SG Coles

Research output: Contribution to journalArticle (Academic Journal)peer-review

109 Citations (Scopus)
Translated title of the contributionMarkov chain models for threshold exceedances
Original languageEnglish
Pages (from-to)249 - 268
JournalBiometrika
Volume84
Publication statusPublished - 1997

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