Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors
Stefan Jaschke, Claudia Klüppelberg, Alexander LindnerVolume:
88
Year:
2004
Language:
english
Pages:
22
DOI:
10.1016/s0047-259x(03)00100-3
File:
PDF, 255 KB
english, 2004