Pages that link to "Item:Q1703023"
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The following pages link to On generalised Piterbarg constants (Q1703023):
Displayed 20 items.
- Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- On generalized Berman constants (Q2218838) (← links)
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates (Q2231314) (← links)
- Tail asymptotic behavior of the supremum of a class of chi-square processes (Q2273717) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- Extremes of spherical fractional Brownian motion (Q2322839) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
- Estimation of change-point models (Q2671953) (← links)
- Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (Q4583618) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
- Extremes of <i>L</i><sup><i>p</i></sup>-norm of vector-valued Gaussian processes with trend (Q5086460) (← links)
- Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
- On the speed of convergence of Piterbarg constants (Q6067389) (← links)