Skip to Main content Skip to Navigation
Journal articles

Extreme values statistics for Markov chains via the (pseudo-) regenerative method

Complete list of metadatas

https://hal.telecom-paris.fr/hal-02107290
Contributor : Stephan Clémençon <>
Submitted on : Tuesday, April 23, 2019 - 3:58:27 PM
Last modification on : Saturday, March 21, 2020 - 1:18:39 AM

Links full text

Identifiers

Citation

Patrice Bertail, Stéphan Clémençon, Jessica Tressou. Extreme values statistics for Markov chains via the (pseudo-) regenerative method. Extremes, Springer Verlag (Germany), 2009, 12 (4), pp.327-360. ⟨10.1007/s10687-009-0081-y⟩. ⟨hal-02107290⟩

Share

Metrics

Record views

193