The following pages link to Remarks on Pickands theorem (Q4578303):
Displayed 15 items.
- Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Breaking a chain of interacting Brownian particles (Q2075322) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← 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)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
- Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
- Pickands’ constant at first order in an expansion around Brownian motion (Q5267832) (← links)
- (Q5742624) (← links)
- A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process (Q5871409) (← links)