The following pages link to Juerg Hüsler (Q638350):
Displaying 50 items.
- A note on extreme values of locally stationary Gaussian processes (Q1890878) (← links)
- Limit laws for maxima of a stationary random sequence with random sample size (Q1944370) (← links)
- Extremes of Gaussian processes, on results of Piterbarg and Seleznjev (Q1962202) (← links)
- Extremes of Gaussian process and the constant \(H_\alpha\) (Q1979091) (← links)
- On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665) (← links)
- Tail approximations to the density function in EVT (Q2463694) (← links)
- On testing extreme value conditions (Q2463699) (← links)
- On the ruin probability for physical fractional Brownian motion (Q2485794) (← links)
- Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806) (← links)
- Condition for convergence of maxima of random triangular arrays (Q2488438) (← links)
- Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes (Q2488451) (← links)
- Weighted least squares estimation of the extreme value index (Q2493855) (← links)
- Alarm systems and catastrophes from a diverse point of view (Q2513642) (← links)
- Realistic variation of shock models (Q2566721) (← links)
- Multiple maxima in multivariate samples (Q2575552) (← links)
- On the maximum of a bivariate INMA model with integer innovations (Q2684919) (← links)
- (Q2704105) (← links)
- On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions. II (Q2821772) (← links)
- Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit (Q3017861) (← links)
- (Q3036552) (← links)
- Limit distribution of the last exit time for stationary random sequences (Q3051159) (← links)
- On Applications of Extreme Value Theory in Optimization (Q3064520) (← links)
- A NONPARAMETRIC URN-BASED APPROACH TO INTERACTING FAILING SYSTEMS WITH AN APPLICATION TO CREDIT RISK MODELING (Q3067161) (← links)
- (Q3070022) (← links)
- GENERALIZED EXTREME SHOCK MODELS WITH A POSSIBLY INCREASING THRESHOLD (Q3100887) (← links)
- Laws of Small Numbers: Extremes and Rare Events (Q3161425) (← links)
- On the convex hull of <i>n</i> random points on a circle (Q3212046) (← links)
- (Q3339845) (← links)
- On the random coverage of the circle (Q3344903) (← links)
- (Q3358004) (← links)
- (Q3435613) (← links)
- Nonparametric Location Tests Based on the Empirical Distribution (Q3468457) (← links)
- On the asymptotic behaviour of selector statistics (Q3473212) (← links)
- (Q3473947) (← links)
- Sequential urn schemes and birth processes (Q3683248) (← links)
- On point processes on the circle (Q3732658) (← links)
- On simple block estimators for the parameters of the extreme-value distribution (Q3736719) (← links)
- (Q3740724) (← links)
- Test Based on Independent, but Non-identically Distributed Random Variables (Q3756322) (← links)
- Maximal, non-uniform spacings and the coverage problem (Q3805526) (← links)
- A note on the independence and total dependence of max i.d. distributions (Q3821350) (← links)
- The law of the iterated logarithm for the last exit time of independent random sequences (Q3897771) (← links)
- Asymptotic approximation of crossing probabilities of random sequences (Q3957714) (← links)
- Random coverage of the circle and asymptotic distributions (Q3959181) (← links)
- On the first zero of an empirical characteristic function (Q3980528) (← links)
- The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables (Q4187066) (← links)
- A note on exceedances and rare events of non-stationary sequences (Q4280656) (← links)
- (Q4309069) (← links)
- (Q4324958) (← links)
- Minimum distance estimators in extreme value distributions (Q4337149) (← links)
