125 citations · 330 across the 39 of their papers we have counts for
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stat.ME2015
Bayesian Uncertainty Management in Temporal Dependence of Extremes
Thomas Lugrin, Anthony C. Davison, Jonathan A. Tawn
Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and…
math.PR2015
Extreme Events of Markov Chains
Ioannis Papastathopoulos, Kirstin Strokorb, Jonathan A. Tawn +1
The extremal behaviour of a Markov chain is typically characterized by its tail chain. For asymptotically dependent Markov chains existing formulations fail to capture the full evo…