Pages that link to "Item:Q5416546"
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The following pages link to On Exceedance Times for Some Processes with Dependent Increments (Q5416546):
Displaying 8 items.
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Waiting times of exceedances in random threshold models (Q1007359) (← links)
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities (Q1296735) (← links)
- An upper bound on the binomial process approximation to the exceedance process (Q1424683) (← links)
- Total variation approximations and conditional limit theorems for multivariate regularly varying random walks conditioned on ruin (Q2448699) (← links)
- Limit theorems for generalized exceeding times, renewal and risk type processes (Q2732675) (← links)
- Two-dimensional ruin probability for subexponential claim size (Q4578300) (← links)
- Seasonal count time series (Q6135336) (← links)