Standard
Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations. / Konstantinides, Dimitrios G.; Mikosch, Thomas Valentin.
Afdeling for Anvendt Matematik og Statistik / Københavns Universitet : H.C.Ø.-Tryk, 2004. s. 1-32.
Publikation: Working paper › Forskning
Harvard
Konstantinides, DG & Mikosch, TV 2004 'Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations' H.C.Ø.-Tryk, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-32.
APA
Konstantinides, D. G., & Mikosch, T. V. (2004). Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations. (s. 1-32). H.C.Ø.-Tryk.
Vancouver
Konstantinides DG, Mikosch TV. Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations. Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk. 2004, s. 1-32.
Author
Konstantinides, Dimitrios G. ; Mikosch, Thomas Valentin. / Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations. Afdeling for Anvendt Matematik og Statistik / Københavns Universitet : H.C.Ø.-Tryk, 2004. s. 1-32
Bibtex
@techreport{ec4f05b074c611dbbee902004c4f4f50,
title = "Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations",
author = "Konstantinides, {Dimitrios G.} and Mikosch, {Thomas Valentin}",
year = "2004",
language = "English",
isbn = "87-7834-575-8",
pages = "1--32",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",
}
RIS
TY - UNPB
T1 - Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations
AU - Konstantinides, Dimitrios G.
AU - Mikosch, Thomas Valentin
PY - 2004
Y1 - 2004
M3 - Working paper
SN - 87-7834-575-8
SP - 1
EP - 32
BT - Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations
PB - H.C.Ø.-Tryk
CY - Afdeling for Anvendt Matematik og Statistik / Københavns Universitet
ER -
