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

Niels Richard Hansen, Anders Tolver Jensen

4 Citations (Scopus)

Original language	English
Journal	Stochastic Processes and Their Applications
Volume	115
Issue number	4
Pages (from-to)	579-591
ISSN	0304-4149
Publication status	Published - 2005

Cite this

@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",

}