Long strange segments, ruin probabilities and the effect of memory on moving average processes

✍ Scribed by Souvik Ghosh; Gennady Samorodnitsky

• Book ID: 108266934
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 333 KB
• Volume: 120
• Category: Article
• ISSN: 0304-4149
• DOI: 10.1016/j.spa.2010.08.004