Extremal behavior of regularly varying stochastic processes - Research Collection

Metadata only

Author

Hult, H.

Lindskog, F.

Date

2005-02

Type

Journal Article

Citations

Cited 33 times in Web of Science

Cited 39 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.spa.2004.09.003

Journal / series

Stochastic Processes and their Applications

Volume

115(2)

Pages / Article No.

249 - 274

Publisher

Elsevier

Subject

Regular variation; Extreme values; Functional limit theorem; Markov prooesses

Notes

Received 22 January 2004, Revised 31 March 2004, Accepted 7 September 2004, Available online 30 September 2004.

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Citations

Cited 33 times in Web of Science

Cited 39 times in Scopus

ETH Bibliography

yes

Altmetrics