125 citations · 132 across the 13 of their papers we have counts for
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math.ST2019
Extremal clustering in non-stationary random sequences
Graeme Auld, Ioannis Papastathopoulos
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal cl…
math.ST2019★ 1 cited
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains
Ioannis Papastathopoulos, Adrian Casey, Jonathan A. Tawn
We derive some key extremal features for th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The ch…