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A local limit theorem for random walk maxima with heavy tails

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Standard

A local limit theorem for random walk maxima with heavy tails. / Asmussen, Søren; Kalashnikov, Vladimir; Konstantinides, Dimitrios; Klüppelberg, Claudia; Tsitsiashvili, Gurami.

I: Statist. Probab. Lett., Bind 56, Nr. 2, 2002, s. 399-404.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

Harvard

Asmussen, S, Kalashnikov, V, Konstantinides, D, Klüppelberg, C & Tsitsiashvili, G 2002, 'A local limit theorem for random walk maxima with heavy tails', Statist. Probab. Lett., bind 56, nr. 2, s. 399-404.

APA

Asmussen, S., Kalashnikov, V., Konstantinides, D., Klüppelberg, C., & Tsitsiashvili, G. (2002). A local limit theorem for random walk maxima with heavy tails. Statist. Probab. Lett., 56(2), 399-404.

CBE

Asmussen S, Kalashnikov V, Konstantinides D, Klüppelberg C, Tsitsiashvili G. 2002. A local limit theorem for random walk maxima with heavy tails. Statist. Probab. Lett. 56(2):399-404.

MLA

Asmussen, Søren o.a.. "A local limit theorem for random walk maxima with heavy tails". Statist. Probab. Lett. 2002, 56(2). 399-404.

Vancouver

Asmussen S, Kalashnikov V, Konstantinides D, Klüppelberg C, Tsitsiashvili G. A local limit theorem for random walk maxima with heavy tails. Statist. Probab. Lett. 2002;56(2):399-404.

Author

Asmussen, Søren ; Kalashnikov, Vladimir ; Konstantinides, Dimitrios ; Klüppelberg, Claudia ; Tsitsiashvili, Gurami. / A local limit theorem for random walk maxima with heavy tails. I: Statist. Probab. Lett. 2002 ; Bind 56, Nr. 2. s. 399-404.

Bibtex

@article{a54c2670862711dcbee902004c4f4f50,
title = "A local limit theorem for random walk maxima with heavy tails",
author = "S{\o}ren Asmussen and Vladimir Kalashnikov and Dimitrios Konstantinides and Claudia Kl{\"u}ppelberg and Gurami Tsitsiashvili",
year = "2002",
language = "English",
volume = "56",
pages = "399--404",
journal = "Statist. Probab. Lett.",
number = "2",

}

RIS

TY - JOUR

T1 - A local limit theorem for random walk maxima with heavy tails

AU - Asmussen, Søren

AU - Kalashnikov, Vladimir

AU - Konstantinides, Dimitrios

AU - Klüppelberg, Claudia

AU - Tsitsiashvili, Gurami

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 56

SP - 399

EP - 404

JO - Statist. Probab. Lett.

JF - Statist. Probab. Lett.

IS - 2

ER -