1. Modelling Dependence Uncertainty in the Extremes of Markov Chains

   • Scott Sisson
   • Stuart Coles

   Original Article 15 February 2005 Pages: 283 - 300

2. Asymptotic Poisson Character of Extremes in Non-Stationary Gaussian Models

   • Jean-Marc Azaïs
   • Cécile Mercadier

   Original Article 15 February 2005 Pages: 301 - 318

3. Extremes of Normed Empirical Moment Generating Function Processes

   • Michael Stewart
   • John Robinson

   Original Article 15 February 2005 Pages: 319 - 333

4. On the Relative Approximation Error of the Generalized Pareto Approximation for a High Quantile

   • J. Beirlant
   • J.-P. Raoult
   • R. Worms

   Original Article 15 February 2005 Pages: 335 - 360

5. Extremes of Integer-Valued Moving Average Models with Exponential Type Tails

   • Andreia Hall

   Original Article 15 February 2005 Pages: 361 - 379

6. Condition for the Convergence of Maxima of Random Triangular Arrays

   • Adelaide Valente Freitas
   • Jürg Hüsler

   Original Article 15 February 2005 Pages: 381 - 394