A Local limit theorem for random walk maxima with heavy tails
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Standard
A Local limit theorem for random walk maxima with heavy tails. / Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami.
I: Statistics & Probability Letters, Bind 56, Nr. 4, 2002, s. 399-404.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Asmussen, S, Kalashnikov, V, Konstantinides, D, Klüppelberg, C & Tsitsiashvili, G 2002, 'A Local limit theorem for random walk maxima with heavy tails', Statistics & Probability Letters, bind 56, nr. 4, s. 399-404.
APA
Asmussen, S., Kalashnikov, V., Konstantinides, D., Klüppelberg, C., & Tsitsiashvili, G. (2002). A Local limit theorem for random walk maxima with heavy tails. Statistics & Probability Letters, 56(4), 399-404.
Vancouver
Asmussen S, Kalashnikov V, Konstantinides D, Klüppelberg C, Tsitsiashvili G. A Local limit theorem for random walk maxima with heavy tails. Statistics & Probability Letters. 2002;56(4):399-404.
Author
Bibtex
@article{a0e744b074c211dbbee902004c4f4f50,
title = "A Local limit theorem for random walk maxima with heavy tails",
author = "S{\o}ren Asmussen and Vladimir Kalashnikov and Dimitrios Konstantinides and Claudia Kl{\"u}ppelberg and Gurami Tsitsiashvili",
year = "2002",
language = "English",
volume = "56",
pages = "399--404",
journal = "Statistics & Probability Letters",
issn = "0167-7152",
publisher = "Elsevier BV * North-Holland",
number = "4",
}
RIS
TY - JOUR
T1 - A Local limit theorem for random walk maxima with heavy tails
AU - Asmussen, Søren
AU - Kalashnikov, Vladimir
AU - Konstantinides, Dimitrios
AU - Klüppelberg, Claudia
AU - Tsitsiashvili, Gurami
PY - 2002
Y1 - 2002
M3 - Journal article
VL - 56
SP - 399
EP - 404
JO - Statistics & Probability Letters
JF - Statistics & Probability Letters
SN - 0167-7152
IS - 4
ER -
ID: 79143