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- W1966167235 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." @default.
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- W1966167235 date "2005-10-01" @default.
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- W1966167235 title "Approximate distributions of clusters of extremes" @default.
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- W1966167235 doi "https://doi.org/10.1016/j.spl.2005.04.054" @default.
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