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Markov chain models for threshold exceedances

  • RL Smith
  • , JA Tawn
  • , SG Coles

Research output: Contribution to journal › Article (Academic Journal) › peer-review

134 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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