CEMAT - Publication

CEMAT - Publication

pt | en

Home
Research Areas
Algebra and Computing Applied and Numerical Analysis Mathematical Modeling in Biomedicine Statistics and Stochastic Processes
Members
Publications
Events
Applied and Numerical Analysis Seminar Probability and Statistics Seminar Algebra Seminars CEMAT's Open Seminar Scientific Meetings Courses
Projects
R&D Projects PRR Equipment Equipar +2
Calls
Contacts

Publications > Artigos em Revistas Internacionais

Exceedance probability of the integral of a stochastic process

Ferreira, Ana; de Haan, Laurens; Zhou, Chen

Journal of Multivariate Analysis, 105 (2012), 241-257
http://dx.doi.org/10.1016/j.jmva.2011.08.020

CEMAT - Center for Computational and Stochastic Mathematics

Instituto Superior Têcnico
Universidade de Lisboa