@techreport{443e619d453d4a3cb2f352d4e605d074,
title = "Approximate Distributions of Clusters of Extremes",
abstract = "In a stationary sequence of random variables, high-threshold exceedances may cluster together.Two approximations of such a clusters distribution are established.These justify and generalize sampling schemes for clusters of extremes already known for Markov chains.",
keywords = "approximation theory, sampling, markov chains",
author = "J.J.J. Segers",
note = "Pagination: 9",
year = "2003",
language = "English",
volume = "2003-91",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",
}