Exceedance probability of the integral of a stochastic process

L de Haan, A Ferreira, Chen Zhou

Research output: Contribution to journal › Article › Academic › peer-review

12 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	241-257
Number of pages	17
Journal	Journal of Multivariate Analysis
Volume	105
Issue number	1
DOIs	https://doi.org/10.1016/j.jmva.2011.08.020
Publication status	Published - 2011

Research programs

@article{bc57e07db0814ec9be1a4a8b693ab863,

title = "Exceedance probability of the integral of a stochastic process",

author = "{de Haan}, L and A Ferreira and Chen Zhou",

year = "2011",

doi = "10.1016/j.jmva.2011.08.020",

language = "Undefined/Unknown",

volume = "105",

pages = "241--257",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press",

number = "1",

}