The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails

Research output: Working paper › Research

Standard

The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. / Hansen, Niels Richard; Jensen, Anders Tolver.

Københavns Universitet, 2003. p. 1-19.

Research output: Working paper › Research

Harvard

Hansen, NR & Jensen, AT 2003 'The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails' Københavns Universitet, pp. 1-19.

APA

Hansen, N. R., & Jensen, A. T. (2003). The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. (pp. 1-19).

Vancouver

Hansen NR, Jensen AT. The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. Københavns Universitet. 2003, p. 1-19.

Author

Hansen, Niels Richard ; Jensen, Anders Tolver. / The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails. Københavns Universitet, 2003. pp. 1-19

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