A characterization of multivariate regular variation

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Standard

A characterization of multivariate regular variation. / Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas Valentin.

I: Annals of Applied Probability, Bind 12, Nr. 3, 2002, s. 908-920.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Basrak, B, Davis, RA & Mikosch, TV 2002, 'A characterization of multivariate regular variation', Annals of Applied Probability, bind 12, nr. 3, s. 908-920.

APA

Basrak, B., Davis, R. A., & Mikosch, T. V. (2002). A characterization of multivariate regular variation. Annals of Applied Probability, 12(3), 908-920.

Vancouver

Basrak B, Davis RA, Mikosch TV. A characterization of multivariate regular variation. Annals of Applied Probability. 2002;12(3):908-920.

Author

Basrak, Bojan ; Davis, Richard A. ; Mikosch, Thomas Valentin. / A characterization of multivariate regular variation. I: Annals of Applied Probability. 2002 ; Bind 12, Nr. 3. s. 908-920.

Bibtex

@article{a10ec9e074c211dbbee902004c4f4f50,
title = "A characterization of multivariate regular variation",
author = "Bojan Basrak and Davis, {Richard A.} and Mikosch, {Thomas Valentin}",
year = "2002",
language = "English",
volume = "12",
pages = "908--920",
journal = "Annals of Applied Probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",
number = "3",

}

RIS

TY - JOUR

T1 - A characterization of multivariate regular variation

AU - Basrak, Bojan

AU - Davis, Richard A.

AU - Mikosch, Thomas Valentin

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 12

SP - 908

EP - 920

JO - Annals of Applied Probability

JF - Annals of Applied Probability

SN - 1050-5164

IS - 3

ER -

ID: 79168