scientific article; zbMATH DE number 846847
From MaRDI portal
Publication:4864754
Recommendations
- scientific article; zbMATH DE number 193377
- Twenty lectures about Gaussian processes
- Asymptotic expansions for the distribution of the maximum of Gaussian random fields
- Asymptotics of large deviation probabilities for Gaussian fields
- High excursions for nonstationary generalized chi-square processes
Cited in
(only showing first 100 items - show all)- Extreme value theory for stochastic integrals of Legendre polynomials
- A test for independence of two multivariate samples
- Stationary max-stable fields associated to negative definite functions
- Extremes of space-time Gaussian processes
- Interpolation, correlation identities, and inequalities for infinitely divisible variables
- Asymptotic expansions for the distribution of the maximum of Gaussian random fields
- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- On convergence of the uniform norms for Gaussian processes and linear approximation problems
- On excursion sets, tube formulas and maxima of random fields.
- Remarks on compound Poisson approximation of Gaussian random sequences
- Extremes of a certain class of Gaussian processes
- Moderate deviation for random elliptic PDE with small noise
- Extremes of threshold-dependent Gaussian processes
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
- Extremal behavior of hitting a cone by correlated Brownian motion with drift
- Extremes of vector-valued Gaussian processes with trend
- Asymptotic behaviour of high Gaussian minima
- On the maxima and minima of complete and incomplete samples from nonstationary random fields
- Approximation of the maximum of storage process with fractional Brownian motion as input
- Zooming in on a Lévy process at its supremum
- Representations of \(\max\)-stable processes via exponential tilting
- Extremes of q-Ornstein-Uhlenbeck processes
- Extremes of Gaussian random fields with regularly varying dependence structure
- Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds
- Probabilities of high extremes for a Gaussian stationary process in a random environment
- On shape of high massive excursions of trajectories of Gaussian homogeneous fields
- Clustering of high values in random fields
- On generalised Piterbarg constants
- On probability of high extremes of Gaussian fields with a smooth random trend
- The joint distribution of running maximum of a Slepian process
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
- An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process
- Ruin probability for Gaussian integrated processes.
- Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
- The supremum of a Gaussian process over a random interval
- On the distribution of the maximum of a Gaussian field with \(d\) parameters
- Kernel density estimators: convergence in distribution for weighted sup-norms
- Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
- A note on LDP for supremum of Gaussian processes over infinite horizon
- Extremes of standard multifractional Brownian motion
- Extremes of locally stationary Gaussian and chi fields on manifolds
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
- Zeros of smooth stationary Gaussian processes
- The volume-of-tube method for Gaussian random fields with inhomogeneous variance
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\)
- Pandemic-type failures in multivariate Brownian risk models
- Asymptotics of running maxima for -subgaussian random double arrays
- Extrema of a Gaussian random field: Berman's sojourn time method
- Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation
- Approximation of sojourn times of Gaussian processes
- Large deviations related to the law of the iterated logarithm for Itô diffusions
- High excursions of Bessel and related random processes
- Extremes of vector-valued Gaussian processes
- Sojourn times of Gaussian processes with trend
- Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics
- Conjunction probability of smooth centered Gaussian processes
- Large excursion probabilities for random fields close to Gaussian ones
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
- Double extreme on joint sets for Gaussian random fields
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
- Testing for multiple change points
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Limit properties of exceedance point processes of strongly dependent normal sequences
- Extremes of Shepp statistics for the Wiener process
- Tail asymptotic behavior of the supremum of a class of chi-square processes
- High excursions of Bessel process and other processes of Bessel type
- Does modeling a structural break improve forecast accuracy?
- Approximation of supremum of max-stable stationary processes \& Pickands constants
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)
- Drawdown and drawup for fractional Brownian motion with trend
- The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
- Extremes of stationary random fields on a lattice
- Extremes of spherical fractional Brownian motion
- The time of ultimate recovery in Gaussian risk model
- Quasi-independence for nodal lines
- Piterbarg theorems for chi-processes with trend
- On probability of high extremes for product of two independent Gaussian stationary processes
- Limit laws for the maxima of stationary chi-processes under random index
- On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
- Extremes of order statistics of stationary processes
- Exact simulation of Brown-Resnick random fields at a finite number of locations
- Prospective space-time surveillance with cumulative surfaces for geographical identification of the emerging cluster
- Some limit results on supremum of Shepp statistics for fractional Brownian motion
- Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
- Approximation of maximum of Gaussian random fields
- A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
- On the maxima and sums of homogeneous Gaussian random fields
- Orderings of weakly correlated random variables, and prime number races with many contestants
- Large deviations of Shepp statistics for fractional Brownian motion
- \(K\)-sample problem using strong approximations of empirical copula processes
- Distribution of maximum loss of fractional Brownian motion with drift
- On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
- ECOMOR and LCR reinsurance with gamma-like claims
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864754)
