scientific article; zbMATH DE number 193377

zbMATH Open0652.60045MaRDI QIDQ4040198FDOQ4040198

Authors: V. I. Piterbarg 

Publication date: 5 June 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

maximummoment methodsdouble sum methodsnumber of exceedances of a fixed levelsample-path properties of Gaussian processes and fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sample path properties (60G17)

Cited In (20)

• Probabilities of large deviations of type II errors for tests of Kolmogorov and omega-square types
• Ruin problem of a two-dimensional fractional Brownian motion risk process
• Asymptotic behavior of trajectories of stationary Banach-valued Gaussian fields. III
• Exact asymptotics of supremum of a stationary Gaussian process over a random interval
• On Asymptotic Minimaxity of Kernel-based Tests
• Extremes of the standardized Gaussian noise
• Extrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-norm
• Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)
• Coefficients of the asymptotic distribution of the kolmogorov-smirnov statistic when parameters are estimated
• Excursions of a Gaussian process with variable variance above a barrier increasing to infinity
• A limit theorem for the time of ruin in a Gaussian ruin problem
• High excursions for nonstationary generalized chi-square processes
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• Testing for unobserved heterogeneity in exponential and Weibull duration models
• Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas
• Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure
• Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes
• Large deviations for empirical probability measures and statistical tests
• Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit
• Extreme value theory for stochastic processes

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