A Local limit theorem for random walk maxima with heavy tails

Søren Asmussen, Vladimir Kalashnikov, Dimitrios Konstantinides, Claudia Klüppelberg, Gurami Tsitsiashvili

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

44 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Statistics & Probability Letters
Vol/bind	56
Udgave nummer	4
Sider (fra-til)	399-404
ISSN	0167-7152
Status	Udgivet - 2002

Citationsformater

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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 = "Statistics & Probability Letters",

issn = "0167-7152",

publisher = "Elsevier BV * North-Holland",

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}

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 - Statistics & Probability Letters

JF - Statistics & Probability Letters

SN - 0167-7152

IS - 4

ER -