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

Niels Richard Hansen, Anders Tolver Jensen

4 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Stochastic Processes and Their Applications
Vol/bind	115
Udgave nummer	4
Sider (fra-til)	579-591
ISSN	0304-4149
Status	Udgivet - 2005

Citationsformater

@article{557833e074c211dbbee902004c4f4f50,

title = "The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails",

author = "Hansen, {Niels Richard} and Jensen, {Anders Tolver}",

year = "2005",

language = "English",

volume = "115",

pages = "579--591",

journal = "Stochastic Processes and Their Applications",

issn = "0304-4149",

publisher = "Elsevier BV * North-Holland",

number = "4",

}