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~isPartOf:"Mathematics of operations research"
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Samorodnitsky, Gennady
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Heath, David
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Mikosch, Thomas
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Resnick, Sidney
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Mathematics of operations research
Stochastic Processes and their Applications
20
Statistics & Probability Letters
12
Journal of econometrics
4
Annals of the Institute of Statistical Mathematics
3
Journal of Multivariate Analysis
3
Management Science
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Operations research : the journal of the Operations Research Society of America
2
Risk : managing risk in the world's financial markets
2
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
2
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
2
Annals of the Institute of Statistical Mathematics : AISM
1
Bundesbank Series 1 Discussion Paper
1
CeNDEF Workshop Papers, January 2001
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Discussion Paper Series 1
1
Discussion Paper Series 1: Economic Studies
1
Discussion paper / Deutsche Bundesbank
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Discussion paper / LSE Financial Markets Group
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Econometric theory
1
FMG Discussion Papers
1
HSC Research Reports
1
Handbook of heavy tailed distributions in finance
1
Journal of Econometrics
1
LSE Research Online Documents on Economics
1
Naval research logistics : an international journal
1
Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie
1
Quantitative Finance
1
Risk management for central bank foreign reserves
1
Scandinavian actuarial journal
1
ULB Institutional Repository
1
Working Papers / Olsen Ltd.
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Heavy Tails and Long Range Dependence in On-Off Processes and Associated Fluid Models
Heath, David
;
Resnick, Sidney
;
Samorodnitsky, Gennady
- In:
Mathematics of operations research
23
(
1998
)
1
,
pp. 145-165
Persistent link: https://www.econbiz.de/10006419965
Saved in:
2
Scaling Limits for Cumulative Input Processes
Mikosch, Thomas
;
Samorodnitsky, Gennady
- In:
Mathematics of operations research
32
(
2007
)
4
,
pp. 890-918
Persistent link: https://www.econbiz.de/10007879801
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