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Parisian ruin of self-similar Gaussian risk processes

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2015
Author Debicki K., Hashorva E., Ji L.,
Project Extremes of Gaussian Processes and Related Random Fields
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Original article (peer-reviewed)

Journal J. Applied Probability
Volume (Issue) 53(3)
Page(s) 688 - 702
Title of proceedings J. Applied Probability