The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails
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The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. / Hansen, Niels Richard; Jensen, Anders Tolver.
In: Stochastic Processes and Their Applications, Vol. 115, No. 4, 2005, p. 579-591.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Hansen, NR & Jensen, AT 2005, 'The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails', Stochastic Processes and Their Applications, vol. 115, no. 4, pp. 579-591.
APA
Hansen, N. R., & Jensen, A. T. (2005). The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. Stochastic Processes and Their Applications, 115(4), 579-591.
Vancouver
Hansen NR, Jensen AT. The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. Stochastic Processes and Their Applications. 2005;115(4):579-591.
Author
Bibtex
@article{557833e074c211dbbee902004c4f4f50,
title = "The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails",
author = "Hansen, {Niels Richard} and Jensen, {Anders Tolver}",
year = "2005",
language = "English",
volume = "115",
pages = "579--591",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "4",
}
RIS
TY - JOUR
T1 - The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails
AU - Hansen, Niels Richard
AU - Jensen, Anders Tolver
PY - 2005
Y1 - 2005
M3 - Journal article
VL - 115
SP - 579
EP - 591
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
IS - 4
ER -
ID: 73063