| Publication | Date of Publication | Type |
|---|
| High level exceeding probability of a Gaussian process with constant variance and variable smoothness | 2024-11-04 | Paper |
| High excursion probabilities for Gaussian fields on smooth manifolds | 2024-08-19 | Paper |
| Asymptotic behavior of point processes of exceeding the high levels of Gaussian stationary sequence | 2024-05-29 | Paper |
| Poisson limit theorem for the number of excursions above high and medium levels by Gaussian stationary sequences | 2023-09-02 | Paper |
| On the maximum of a Gaussian process with unique maximum point of its variance | 2022-06-07 | Paper |
| On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem | 2022-05-09 | Paper |
| Extremes of Gaussian processes with a smooth random trend | 2021-10-15 | Paper |
| High excursion probabilities for Gaussian fields on smooth manifolds | 2021-08-17 | Paper |
| Correction to: ``On maximum of Gaussian random fields having unique maximum point of its variance | 2021-06-01 | Paper |
| High excursions of Gaussian nonstationary processes in discrete time | 2021-03-12 | Paper |
| On accompanying measures and asymptotic expansions in limit theorems for maximum of random variables | 2020-10-21 | Paper |
| High excursions of Bessel and related random processes | 2020-06-09 | Paper |
| High excursions of Bessel process and other processes of Bessel type | 2019-12-13 | Paper |
| On maximum of Gaussian random field having unique maximum point of its variance | 2019-09-05 | Paper |
| Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process | 2019-03-05 | Paper |
| Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region | 2019-02-07 | Paper |
| On maximum of Gaussian process with unique maximum point of its variance | 2019-01-28 | Paper |
| Massive Excursions of Gaussian Isotropic Fields. Method of Moments | 2018-10-25 | Paper |
| High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach | 2018-10-25 | Paper |
| Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices | 2018-02-26 | Paper |
| On shape of high massive excursions of trajectories of Gaussian homogeneous fields | 2018-01-26 | Paper |
| Extremes of Gaussian processes with smooth random expectation and smooth random variance | 2017-06-01 | Paper |
| On the shape of trajectories of Gaussian processes having large massive excursions. II | 2016-09-23 | Paper |
| Large extremes of Gaussian chaos processes | 2016-07-29 | Paper |
| High extrema of Gaussian chaos processes | 2016-06-07 | Paper |
| Gaussian copula time series with heavy tails and strong time dependence | 2016-03-09 | Paper |
| On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912--27.12.1995) | 2016-01-25 | Paper |
| On the asymptotic Laplace method and its application to random chaos | 2015-10-14 | Paper |
| Asymptotic expansion of Gaussian chaos via probabilistic approach | 2015-09-24 | Paper |
| On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input | 2015-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5254866 | 2015-06-10 | Paper |
| On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions | 2015-04-28 | Paper |
| On probability of high extremes for product of two independent Gaussian stationary processes | 2015-04-15 | Paper |
| On extremal behavior of Gaussian chaos | 2014-01-24 | Paper |
| Extremes of Gaussian processes with a smooth random variance | 2011-10-11 | Paper |
| Extremes of Gaussian processes with random variance | 2011-09-09 | Paper |
| On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation | 2011-09-09 | Paper |
| Log-likelihood ratio test for detecting transient change | 2011-03-31 | Paper |
| On average losses in the ruin problem with fractional Brownian motion as input | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3064218 | 2010-12-21 | Paper |
| Nikolai Nikolaevich Nekhoroshev (obituary) | 2009-11-20 | Paper |
| A limit theorem for the time of ruin in a Gaussian ruin problem | 2008-11-14 | Paper |
| On estimation of the exponent of regular variation using a sample with missing observations | 2008-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5450510 | 2008-03-20 | Paper |
| On maxima of partial samples in Gaussian sequences with pseudo-stationary trends | 2008-02-18 | Paper |
| On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences | 2007-01-09 | Paper |
| Discrete and continuous time extremes of Gaussian processes | 2006-05-24 | Paper |
| Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional | 2005-08-12 | Paper |
| Limit theorem for maximum of the storage process with fractional Brownian motion as input | 2005-08-05 | Paper |
| On the ruin probability for physical fractional Brownian motion | 2005-08-05 | Paper |
| Limit Theorem for High Levela-Upcrossings by $\chi$-Process | 2004-12-16 | Paper |
| On Large Jumps of a Cramer Random Walk | 2004-12-16 | Paper |
| Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes | 2004-10-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801547 | 2003-06-23 | Paper |
| Large deviations of a storage process with fractional Brownian motion as input | 2002-11-21 | Paper |
| Nonparametric estimation of the spectral measure of an extreme value distribution. | 2002-11-14 | Paper |
| Extremes of a certain class of Gaussian processes | 2002-08-29 | Paper |
| Multivariate rank correlations: A Gaussian field on a direct product of spheres | 2001-10-22 | Paper |
| On supremum of one-point conditioned fractional Brownian motion | 2001-07-08 | Paper |
| Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio | 2000-06-26 | Paper |
| High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. II | 1999-11-28 | Paper |
| Central limit theorem for wave-functionals of Gaussian processes | 1999-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4396586 | 1998-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4350375 | 1997-09-30 | Paper |
| The Laplace method for probability measures in Banach spaces | 1997-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4878807 | 1996-09-08 | Paper |
| High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I | 1996-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864754 | 1996-02-22 | Paper |
| High excursions for nonstationary generalized chi-square processes | 1995-06-30 | Paper |
| On asymptotic distribution of integrated squared error of an estimate of a component of a convolution | 1994-11-08 | Paper |
| Testing for homogeneity of two multivariate samples: A Gaussian field on a sphere | 1994-10-10 | Paper |
| Rate of convergence estimate in Poisson limit theorem for large excursions of a stationary Gaussian process | 1994-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139561 | 1994-06-28 | Paper |
| Extreme values of the cyclostationary Gaussian random process | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4040198 | 1993-06-05 | Paper |
| Nonstationarity test for a Gaussian time-series autoregressive model with close null and alternative hypotheses | 1992-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3987020 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973425 | 1992-06-26 | Paper |
| On Large Jumps of a Random Walk | 1992-06-25 | Paper |
| An estimate of the rate of convergence in the Poisson approximation theorem for large excursions of a Gaussian stationary process | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3362937 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3822929 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3828810 | 1987-01-01 | Paper |
| On the convergence rate of maximal deviation distribution for kernel regression estimates | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5185788 | 1984-01-01 | Paper |
| Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3042199 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3681657 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3038307 | 1983-01-01 | Paper |
| Comparison of Distribution Functions of Maxima of Gaussian Processes | 1982-01-01 | Paper |
| Gaussian stochastic processes | 1982-01-01 | Paper |
| Large Deviations of Random Processes Close to Gaussian Ones | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3969634 | 1982-01-01 | Paper |
| Convergence Rate of Maximum Deviation Distributions of Gaussian Processes and Empirical Densities. I | 1982-01-01 | Paper |
| Exact Asymptotic Behavior of the Probability of a Large Span of a Stationary Gaussian Process | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959191 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959193 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3925618 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3935222 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3935216 | 1981-01-01 | Paper |
| Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940568 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3871640 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3336448 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194195 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4169976 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051152 | 1978-01-01 | Paper |
| The Central Limit Theorem for the Number of Level Crossings of a Stationary Gaussian Process | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4043293 | 1973-01-01 | Paper |
| On J. Pickands' paper Upcrossing probabilities for stationary Gaussian processes | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5651969 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4045393 | 1972-01-01 | Paper |
| Generalized Flows with Finite Memory | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5582081 | 1968-01-01 | Paper |
