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First Passage of a Markov Additive Process and Generalized Jordan Chains
Working Papers
Overview
Overview
authors
D AURIA, BERNARDO
KELLA, OFFER
IVANOVS, JEVGENIJS
MANDJES, MICHEL
publisher
UNIVERSIDAD CARLOS III DE MADRID
publication date
2010
series title
UC3M Working papers. Statistics and Econometrics
series number
10-39-23