scientific article; zbMATH DE number 846847
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(only showing first 100 items - show all)- Asymptotics of maxima of strongly dependent Gaussian processes
- Extremes of Gaussian processes over an infinite horizon
- The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
- On generalised Piterbarg constants
- Parisian ruin of self-similar Gaussian risk processes
- Extremes of vector-valued Gaussian processes: exact asymptotics
- Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics
- Extremes of Gaussian fields with a smooth random variance
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
- Extremes of Shepp statistics for the Wiener process
- Stationary max-stable fields associated to negative definite functions
- Parisian ruin of the Brownian motion risk model with constant force of interest
- On asymptotic constants in the theory of extremes for Gaussian processes
- Extremes of independent stochastic processes: a point process approach
- Extremes of stationary Gaussian storage models
- On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
- The maxima and sums of multivariate non-stationary Gaussian sequences
- On the ruin probability for physical fractional Brownian motion
- Validity of the expected Euler characteristic heuristic
- The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
- Extremes of a class of nonhomogeneous Gaussian random fields
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators
- \(K\)-sample problem using strong approximations of empirical copula processes
- Piterbarg theorems for chi-processes with trend
- Approximation of passage times of \(\gamma\)-reflected processes with FBM input
- Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes
- On excursion sets, tube formulas and maxima of random fields.
- Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
- On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
- On the \(\gamma\)-reflected processes with fBm input
- Extremes of Gaussian processes with a smooth random variance
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- Asymptotic models and inference for extremes of spatio-temporal data
- Extremes of Shepp statistics for fractional Brownian motion
- Kernel density estimators: convergence in distribution for weighted sup-norms
- Large deviations of Shepp statistics for fractional Brownian motion
- Testing for multiple change points
- On Piterbarg theorem for maxima of stationary Gaussian sequences
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
- Extremes of independent Gaussian processes
- The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
- Discrete and continuous time extremes of Gaussian processes
- Limit theorem for maximum of the storage process with fractional Brownian motion as input
- On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
- Exact simulation of Brown-Resnick random fields at a finite number of locations
- Gaussian copula time series with heavy tails and strong time dependence
- Maxima and sum for discrete and continuous time Gaussian processes
- Limiting distribution for the maximal standardized increment of a random walk
- On probability of high extremes for product of two independent Gaussian stationary processes
- Large jumps of \(q\)-Ornstein-Uhlenbeck processes
- Limit properties of exceedance point processes of strongly dependent normal sequences
- Asymptotic expansions for the distribution of the maximum of Gaussian random fields
- Gaussian risk models with financial constraints
- Twenty lectures about Gaussian processes
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
- Log-likelihood ratio test for detecting transient change
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
- On convergence of the uniform norms for Gaussian processes and linear approximation problems
- Extremes of a certain class of Gaussian processes
- Point pattern analysis of spatial deformation and blurring effects on exceedances
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
- A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- Extremes and limit theorems for difference of chi-type processes
- On the distribution of the maximum of a Gaussian field with \(d\) parameters
- Double extreme on joint sets for Gaussian random fields
- Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
- Asymptotic expansion of Gaussian chaos via probabilistic approach
- Aggregation of log-linear risks
- Parisian ruin over a finite-time horizon
- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
- Ruin Probability for the Integrated Gaussian Process with Force of Interest
- Level Sets and Extrema of Random Processes and Fields
- Tail asymptotics of random sum and maximum of log-normal risks
- Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields
- Tail approximations of integrals of Gaussian random fields
- Ruin probability for Gaussian integrated processes.
- Extremes values of discrete and continuous time strongly dependent Gaussian processes
- Almost sure asymptotics for extremes of non-stationary Gaussian random fields
- Asymptotic behaviour of high Gaussian minima
- scientific article; zbMATH DE number 6919716 (Why is no real title available?)
- Uniform tail approximation of homogenous functionals of Gaussian fields
- Extremes of Gaussian processes with a smooth random trend
- Extreme analysis of a random ordinary differential equation
- Extremes of \(q\)-Ornstein-Uhlenbeck processes
- Extremes of spherical fractional Brownian motion
- Approximation of Kolmogorov-Smirnov test statistic
- Extremal behavior of hitting a cone by correlated Brownian motion with drift
- Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments
- Remarks on compound Poisson approximation of Gaussian random sequences
- Extremes of normed empirical moment generating function processes
- Approximation of maximum of Gaussian random fields
- Extrema of multi-dimensional Gaussian processes over random intervals
- Extremes of Gaussian chaos processes with trend
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