Tail behavior of random products and stochastic exponentials.

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Standard

Tail behavior of random products and stochastic exponentials. / Mikosch, Thomas Valentin; Cohen, Serge.

I: Stochastic Processes and Their Applications, Bind 118, 2008, s. 333--345.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Mikosch, TV & Cohen, S 2008, 'Tail behavior of random products and stochastic exponentials.', Stochastic Processes and Their Applications, bind 118, s. 333--345.

APA

Mikosch, T. V., & Cohen, S. (2008). Tail behavior of random products and stochastic exponentials. Stochastic Processes and Their Applications, 118, 333--345.

Vancouver

Mikosch TV, Cohen S. Tail behavior of random products and stochastic exponentials. Stochastic Processes and Their Applications. 2008;118:333--345.

Author

Mikosch, Thomas Valentin ; Cohen, Serge. / Tail behavior of random products and stochastic exponentials. I: Stochastic Processes and Their Applications. 2008 ; Bind 118. s. 333--345.

Bibtex

@article{150d13500f7d11ddbee902004c4f4f50,
title = "Tail behavior of random products and stochastic exponentials.",
author = "Mikosch, {Thomas Valentin} and Serge Cohen",
year = "2008",
language = "English",
volume = "118",
pages = "333----345",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",

}

RIS

TY - JOUR

T1 - Tail behavior of random products and stochastic exponentials.

AU - Mikosch, Thomas Valentin

AU - Cohen, Serge

PY - 2008

Y1 - 2008

M3 - Journal article

VL - 118

SP - 333

EP - 345

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

ER -

ID: 3749338