Functional Large Deviations for Multivariate Regularly Varying Random Walks
Publikation: Working paper › Forskning
Standard
Functional Large Deviations for Multivariate Regularly Varying Random Walks. / Hult, Henrik; Lindskog, Filip; Mikosch, Thomas Valentin; Samorodnitsky, Gennady.
Afdeling for Anvendt Matematik og Statistik / Københavns Universitet : H.C.Ø.-Tryk, 2004. s. 1-25.Publikation: Working paper › Forskning
Harvard
Hult, H, Lindskog, F, Mikosch, TV & Samorodnitsky, G 2004 'Functional Large Deviations for Multivariate Regularly Varying Random Walks' H.C.Ø.-Tryk, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-25.
APA
Hult, H., Lindskog, F., Mikosch, T. V., & Samorodnitsky, G. (2004). Functional Large Deviations for Multivariate Regularly Varying Random Walks. (s. 1-25). H.C.Ø.-Tryk.
Vancouver
Hult H, Lindskog F, Mikosch TV, Samorodnitsky G. Functional Large Deviations for Multivariate Regularly Varying Random Walks. Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk. 2004, s. 1-25.
Author
Bibtex
@techreport{ec97806074c611dbbee902004c4f4f50,
title = "Functional Large Deviations for Multivariate Regularly Varying Random Walks",
author = "Henrik Hult and Filip Lindskog and Mikosch, {Thomas Valentin} and Gennady Samorodnitsky",
year = "2004",
language = "English",
isbn = "87-7834-623-1",
pages = "1--25",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",
}
RIS
TY - UNPB
T1 - Functional Large Deviations for Multivariate Regularly Varying Random Walks
AU - Hult, Henrik
AU - Lindskog, Filip
AU - Mikosch, Thomas Valentin
AU - Samorodnitsky, Gennady
PY - 2004
Y1 - 2004
M3 - Working paper
SN - 87-7834-623-1
SP - 1
EP - 25
BT - Functional Large Deviations for Multivariate Regularly Varying Random Walks
PB - H.C.Ø.-Tryk
CY - Afdeling for Anvendt Matematik og Statistik / Københavns Universitet
ER -
ID: 159373