Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time
Year of publication: |
2014
|
---|---|
Authors: | Li, Xiaohu ; Wu, Jintang |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 88.2014, C, p. 15-26
|
Publisher: |
Elsevier |
Subject: | Asymptotic independence | Copula | Multivariate regular varying | Tail equivalence |
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