Extremal behavior of regularly varying stochastic processes

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Standard

Extremal behavior of regularly varying stochastic processes. / Hult, Henrik; Lindskog, Filip.

I: Stochastic Processes and Their Applications, Bind 115, Nr. 2, 2005, s. 249-274.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Hult, H & Lindskog, F 2005, 'Extremal behavior of regularly varying stochastic processes', Stochastic Processes and Their Applications, bind 115, nr. 2, s. 249-274.

APA

Hult, H., & Lindskog, F. (2005). Extremal behavior of regularly varying stochastic processes. Stochastic Processes and Their Applications, 115(2), 249-274.

Vancouver

Hult H, Lindskog F. Extremal behavior of regularly varying stochastic processes. Stochastic Processes and Their Applications. 2005;115(2):249-274.

Author

Hult, Henrik ; Lindskog, Filip. / Extremal behavior of regularly varying stochastic processes. I: Stochastic Processes and Their Applications. 2005 ; Bind 115, Nr. 2. s. 249-274.

Bibtex

@article{555f2da074c211dbbee902004c4f4f50,
title = "Extremal behavior of regularly varying stochastic processes",
author = "Henrik Hult and Filip Lindskog",
year = "2005",
language = "English",
volume = "115",
pages = "249--274",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "2",

}

RIS

TY - JOUR

T1 - Extremal behavior of regularly varying stochastic processes

AU - Hult, Henrik

AU - Lindskog, Filip

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 115

SP - 249

EP - 274

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 2

ER -

ID: 73053