scientific article; zbMATH DE number 846847
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zbMATH Open0841.60024MaRDI QIDQ4864754FDOQ4864754
Authors: V. I. Piterbarg 
Publication date: 22 February 1996
Title of this publication is not available (Why is that?)
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- Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes
- Sup-norm convergence rates for Lévy density estimation
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- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Almost sure limit theorem for stationary Gaussian random fields
- On the shape of a high excursion of a Gaussian stationary process
- Remarks on Pickands' theorem
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- Extremes of space-time Gaussian processes
- Clustering of high values in random fields
- Distribution of maximum loss of fractional Brownian motion with drift
- On the probability of conjunctions of stationary Gaussian processes
- Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
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- A heavy traffic approach to modeling large life insurance portfolios
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- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
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- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- Open problems in Gaussian fluid queueing theory
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- A note on upper estimates for Pickands constants
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- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
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- The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences
- Log-likelihood ratio test for detecting transient change
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- \(K\)-sample problem using strong approximations of empirical copula processes
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- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications
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- Extremes of stationary Gaussian storage models
- Testing for multiple change points
- On Piterbarg theorem for maxima of stationary Gaussian sequences
- Limiting distribution for the maximal standardized increment of a random walk
- Asymptotic expansions for the distribution of the maximum of Gaussian random fields
- Aggregation of log-linear risks
- Parisian ruin over a finite-time horizon
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
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