참고문헌
- Journal of Applied Probability v.7 Extreme value theory for a class of discrete distributions with applications to some stochastic processes Anderson, C. W.
- The Annals of Mathematical Statistics v.33 Limiting distribution of the maximum term in sequences of dependent random variables Berman, S. M.
- Journal of the Royal Statistical Society. Series B v.53 Modelling extreme multivariate events Coles, S. G.;Tawn, J. A.
- The Asymptotic Theory of Extreme Order Statistics (2nd edn) Galambos, J.
- Distributions in Statistics: Continuous Multivariate Distributions Johnson, N. L.;Kotz, S.
- Extremes and Related Properties of Random Sequences and Processes Leadbetter, M. R.;Lindgren, G.;Rootzen, H.
- The Annals of Probability v.11 Domains of attraction of multivariate extreme value distributions Marshall, A. W.;Olkin, I.
- The Annals of Probability v.15 Extreme values for stationary and Markov sequences O'Brien, G. L.
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Submitted to Advances in Applied Probability
Extreme value theory for a class of Markov chains with values in
$R^d$ Perfekt, R. - The Annals of Applied Probability v.4 Extremal behaviour of stationary Markov chains with applications Perfekt, R.
- Proceedings of the 43rd Session of the International Statistical Institute v.Book 2 Multivariate extreme value distributions Pickands, J.
- Extreme Values, Point Processes and Regular Variation Resnick, S. I.
- Advances in Applied Probability v.20 Maxima and exceedances of stationary Markov chains Rootzen, H.
- Journal of Applied Probability v.29 The extremal index for a Markov chain Smith, R. L.
- Biometrika v.75 Bivariate extreme value theory: models and estimation Tawn, J. A.
- Ph.D. dissertation, Dept. Statist., Univ. North Carolina Extremes and threshold exceedances in higher order Markov chains with applications to ground-level ozone Yun, S.
- Submitted to The Annals of Applied Probability The extremal index of a higher order stationary Markov chain Yun, S.