Pages that link to "Item:Q396021"
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The following pages link to On asymptotic constants in the theory of extremes for Gaussian processes (Q396021):
Displayed 50 items.
- Extremes of a class of nonhomogeneous Gaussian random fields (Q282499) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- On extremal index of max-stable random fields (Q2044290) (← links)
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293) (← 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)
- Approximation of supremum of max-stable stationary processes \& Pickands constants (Q2297332) (← links)
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Piterbarg theorems for chi-processes with trend (Q2340037) (← links)
- Extremes of order statistics of stationary processes (Q2351812) (← links)
- Exact simulation of Brown-Resnick random fields at a finite number of locations (Q2352979) (← links)
- Approximation of maximum of Gaussian random fields (Q2405398) (← links)
- On the probability of conjunctions of stationary Gaussian processes (Q2453886) (← links)
- Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
- Estimation of change-point models (Q2671953) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) (← links)
- Extremes and limit theorems for difference of chi-type processes (Q2954241) (← links)
- Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Remarks on Pickands theorem (Q4578303) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- On the continuity of Pickands constants (Q5067218) (← 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)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983) (← links)
- Pickands’ constant at first order in an expansion around Brownian motion (Q5267832) (← links)
- On maxima of chi-processes over threshold dependent grids (Q5739684) (← links)
- (Q5742624) (← links)
- The harmonic mean formula for random processes (Q6046013) (← links)
- On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)
- On Berman functions (Q6204675) (← links)