Extreme Value Statistics for Markov Chains

Stéphan Clémençon 1, 2
1 S2A - Signal, Statistique et Apprentissage
LTCI - Laboratoire Traitement et Communication de l'Information
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Conference papers
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https://hal.telecom-paristech.fr/hal-02288368
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Submitted on : Saturday, September 14, 2019 - 6:43:59 PM
Last modification on : Thursday, October 17, 2019 - 12:37:03 PM

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Stéphan Clémençon. Extreme Value Statistics for Markov Chains. Statistics for Dependent Data, May 2008, Malakoff, France. ⟨hal-02288368⟩

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