Sojourns and extremes of stationary processes

Cited In (52)

On Berman functions
Sojourn times of Gaussian processes with trend
Asymptotics of the norm of elliptical random vectors
Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids
A note on Rosenblatt distributions
The harmonic mean formula for random processes
Extremes of vector-valued Gaussian processes
On the residual dependence index of elliptical distributions
Approximation of sojourn times of Gaussian processes
Extremes of order statistics of stationary processes
On the cumulative parisian ruin of multi-dimensional Brownian motion risk models
On the probability of conjunctions of stationary Gaussian processes
Extremes of a class of nonhomogeneous Gaussian random fields
On the excursion random measure of stationary processes
Comparison inequalities for order statistics of Gaussian arrays
Extremes of weighted Dirichlet arrays
Cox limit theorem for large excursions of a norm of a Gaussian vector process
High level sojourns of a diffusion process on a long interval
On the tail asymptotics of supremum of stationary \(\chi\)-processes with random trend
Uniform tail approximation of homogenous functionals of Gaussian fields
Title not available (Why is that?)
Extremes of \(L^p\)-norm of vector-valued Gaussian processes with trend
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
Extremes of diffusions over fixed intervals
The supremum of a process with stationary independent and symmetric increments
Conditional limiting distribution of beta-independent random vectors
On sampling of stationary increment processes
High excursions for nonstationary generalized chi-square processes
Extrema of a Gaussian random field: Berman's sojourn time method
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
Asymptotics for Kotz type III elliptical distributions
On extremal theory for self-similar processes
Asymptotic behaviour of multivariate default probabilities and default correlations under stress
Limit theorems for strongly mixing stationary random measures
Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
Maxima of moving sums in a Poisson random field
Tail asymptotic results for elliptical distributions
Extremes of conditioned elliptical random vectors
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
Estimation of conditional laws given an extreme component
Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
Asymptotic properties of type I elliptical random vectors
Sojourns and extremes of Fourier sums and series with random coefficients
On Extremal Index of max-stable stationary processes
Conditional limit results for type I polar distributions
On the strong Kotz approximation of Dirichlet random vectors
Limiting distribution of sums of nonnegative stationary random variables
Extremes and limit theorems for difference of chi-type processes
Extreme sojourns of a Gaussian process with a point of maximum variance
Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.
On generalised Piterbarg constants
Extreme value theory for stochastic processes

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