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

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https://hal.telecom-paristech.fr/hal-02107290
Contributor : Stephan Clémençon <>
Submitted on : Tuesday, April 23, 2019 - 3:58:27 PM
Last modification on : Wednesday, July 3, 2019 - 3:02:03 PM

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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⟩

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