The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Stochastic Processes and Their Applications |
| Volume | 115 |
| Issue number | 4 |
| Pages (from-to) | 579-591 |
| ISSN | 0304-4149 |
| Publication status | Published - 2005 |
ID: 73063