A characterization of multivariate regular variation
Research output: Contribution to journal › Journal article › Research › peer-review
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A characterization of multivariate regular variation. / Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas Valentin.
In: Annals of Applied Probability, Vol. 12, No. 3, 2002, p. 908-920.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Basrak, B, Davis, RA & Mikosch, TV 2002, 'A characterization of multivariate regular variation', Annals of Applied Probability, vol. 12, no. 3, pp. 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
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