The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails
Publikation: Working paper › Forskning
Standard
The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. / Hansen, Niels Richard; Jensen, Anders Tolver.
Københavns Universitet, 2003. s. 1-19.Publikation: Working paper › Forskning
Harvard
Hansen, NR & Jensen, AT 2003 'The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails' Københavns Universitet, s. 1-19.
APA
Hansen, N. R., & Jensen, A. T. (2003). The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. (s. 1-19).
Vancouver
Hansen NR, Jensen AT. The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. Københavns Universitet. 2003, s. 1-19.
Author
Bibtex
@techreport{5fa9d4b074c011dbbee902004c4f4f50,
title = "The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails",
author = "Hansen, {Niels Richard} and Jensen, {Anders Tolver}",
year = "2003",
language = "English",
pages = "1--19",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails
AU - Hansen, Niels Richard
AU - Jensen, Anders Tolver
PY - 2003
Y1 - 2003
M3 - Working paper
SP - 1
EP - 19
BT - The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails
CY - Københavns Universitet
ER -
ID: 44805