Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws.

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Standard

Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws. / Mikosch, Thomas Valentin; Jacobsen, Martin; Rosinski, Jan; Samorodnitsky, Gennady.

I: Annals of Applied Probability, Bind 19, Nr. 1, 2009, s. 210-242.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Mikosch, TV, Jacobsen, M, Rosinski, J & Samorodnitsky, G 2009, 'Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws.', Annals of Applied Probability, bind 19, nr. 1, s. 210-242.

APA

Mikosch, T. V., Jacobsen, M., Rosinski, J., & Samorodnitsky, G. (2009). Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws. Annals of Applied Probability, 19(1), 210-242.

Vancouver

Mikosch TV, Jacobsen M, Rosinski J, Samorodnitsky G. Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws. Annals of Applied Probability. 2009;19(1):210-242.

Author

Mikosch, Thomas Valentin ; Jacobsen, Martin ; Rosinski, Jan ; Samorodnitsky, Gennady. / Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws. I: Annals of Applied Probability. 2009 ; Bind 19, Nr. 1. s. 210-242.

Bibtex

@article{41ae63b001c011deb05e000ea68e967b,
title = "Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws.",
author = "Mikosch, {Thomas Valentin} and Martin Jacobsen and Jan Rosinski and Gennady Samorodnitsky",
year = "2009",
language = "English",
volume = "19",
pages = "210--242",
journal = "Annals of Applied Probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",
number = "1",

}

RIS

TY - JOUR

T1 - Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws.

AU - Mikosch, Thomas Valentin

AU - Jacobsen, Martin

AU - Rosinski, Jan

AU - Samorodnitsky, Gennady

PY - 2009

Y1 - 2009

M3 - Journal article

VL - 19

SP - 210

EP - 242

JO - Annals of Applied Probability

JF - Annals of Applied Probability

SN - 1050-5164

IS - 1

ER -

ID: 10734971