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Correction note: “The effect of the Markov chain condition on the prediction of extreme values”

✍ Scribed by A. Naess


Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
93 KB
Volume
97
Category
Article
ISSN
0022-460X

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The effect of the Markov chain condition
✍ A. Naess 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 883 KB

The purpose of this paper is to study the effect of correlation on extreme value estimates of a narrow-band, stationary Gaussian process. This is done by introducing a Markov chain condition on the sequence of peak values of the process. It is shown that this leads to extreme value estimates that ar