| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10526614 | Statistics & Probability Letters | 2005 | 7 Pages |
Abstract
In a stationary sequence of random variables, high-threshold exceedances may cluster together. Two approximations of such a cluster's distribution are established. These justify and generalize sampling schemes for clusters of extremes already known for Markov chains.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Johan Segers,