Outcrossings of safe regions by generalized hyperbolic processes

Kluppelberg, Claudia, Klueppelberg, Claudia, Kl├╝ppelberg, Claudia, Rasmussen, Morten Grud . Statistics & Probability Letters 2013. 83 (10) :2197-2204

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Bibtex

@article{CIS-278033,
  Author = {Kluppelberg, Claudia and Klueppelberg, Claudia and Kl├╝ppelberg, Claudia and Rasmussen, Morten Grud},
  Title = {Outcrossings of safe regions by generalized hyperbolic processes},
  Journal = {Statistics & Probability Letters},
  Volume = {83},
  Number = {10},
  Year = {2013},
  Pages = {2197--2204},
  Keywords = {Maximum likelihood estimation, Multivariate distributions, copulas, K-S test statistic, Extremal theory, Reliability, Crossings, generalized hyperbolic process}
}

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