Large deviations for renewal processes
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Devroye, Luc & Fawzi, Omar, 2010.
"Simulating the Dickman distribution,"
Statistics & Probability Letters,
Elsevier, pages 242-247.
- Schwarz, Maik & Van Bellegem, Sébastien, 2009. "Consistent Density Deconvolution under Partially Known Error Distribution," IDEI Working Papers 632, Institut d'Économie Industrielle (IDEI), Toulouse.
- Schwarz, Maik & Van Bellegem, Sébastien, 2009. "Consistent Density Deconvolution under Partially Known Error Distribution," TSE Working Papers 09-097, Toulouse School of Economics (TSE).
- de Haan, Laurens & Resnick, Sidney I. & Rootzén, Holger & de Vries, Casper G., 1989. "Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes," Stochastic Processes and their Applications, Elsevier, pages 213-224.
More about this item
KeywordsLarge deviations Renewal process Cumulative process Heavy tails;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:121:y:2011:i:10:p:2243-2271. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.