Pages that link to "Item:Q4578299"
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The following pages link to On Extremal Index of max-stable stationary processes (Q4578299):
Displaying 18 items.
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- The tail process revisited (Q1633433) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Extremes on different grids and continuous time of stationary processes (Q1706348) (← links)
- On extremal index of max-stable random fields (Q2044290) (← 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)
- Extremes of stationary random fields on a lattice (Q2322837) (← links)
- Estimation of change-point models (Q2671953) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- Remarks on Pickands theorem (Q4578303) (← links)
- Sample path properties of reflected Gaussian processes (Q4638252) (← links)
- Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
- On the continuity of Pickands constants (Q5067218) (← links)
- Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
- Shift-invariant homogeneous classes of random fields (Q6614349) (← links)
