On the typical level crossing time and path
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Publication:1899259
DOI10.1016/0304-4149(94)00079-9zbMATH Open0829.60023OpenAlexW2079341419MaRDI QIDQ1899259FDOQ1899259
Authors: Harri Nyrhinen 
Publication date: 15 January 1996
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)00079-9
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Cites Work
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Cited In (5)
- Title not available (Why is that?)
- Power estimates for ruin probabilities
- Long strange segments, ruin probabilities and the effect of memory on moving average processes
- Finite and infinite time ruin probabilities in a stochastic economic environment.
- An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes
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