scientific article; zbMATH DE number 846847
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(only showing first 100 items - show all)- The volume-of-tube method for Gaussian random fields with inhomogeneous variance
- Extremes of Gaussian processes with smooth random expectation and smooth random variance
- Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays
- On the maxima and sums of homogeneous Gaussian random fields
- Extrema of a Gaussian random field: Berman's sojourn time method
- High excursions of Bessel process and other processes of Bessel type
- Modeling and fitting of time series with heavy distribution tails and strong time dependence by Gaussian time series
- On confidence bands for multivariate nonparametric regression
- Conjunction probability of smooth centered Gaussian processes
- Sojourn times of Gaussian processes with trend
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
- Prospective space-time surveillance with cumulative surfaces for geographical identification of the emerging cluster
- The limit theorems for maxima of stationary Gaussian processes with random index
- The harmonic mean formula for random processes
- Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
- Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
- The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
- Straight to the Source: Detecting Aggregate Objects in Astronomical Images With Proper Error Control
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
- Limit laws for the maxima of stationary chi-processes under random index
- Finite-time ruin probability for correlated Brownian motions
- Large excursion probabilities for random fields close to Gaussian ones
- Extremes of standard multifractional Brownian motion
- Bounds for expected supremum of fractional Brownian motion with drift
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)
- Extremes of locally stationary Gaussian and chi fields on manifolds
- Pandemic-type failures in multivariate Brownian risk models
- Does modeling a structural break improve forecast accuracy?
- Simultaneous ruin probability for multivariate Gaussian risk model
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\)
- Maximal Inequalities for Fractional Brownian Motion: An Overview
- An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process
- Orderings of weakly correlated random variables, and prime number races with many contestants
- Simultaneous ruin probability for two-dimensional Brownian risk model
- Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
- Asymptotic Properties of Point Processes of Rare Events of Gaussian Fields. II
- Some limit results on supremum of Shepp statistics for fractional Brownian motion
- Asymptotics of Suprema of Weighted Gaussian Fields with Applications to Kernel Density Estimators
- Comparison inequalities for order statistics of Gaussian arrays
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation
- High excursions of Bessel and related random processes
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
- Quasi-independence for nodal lines
- Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
- Smooth Gaussian fields and percolation
- Reduced-load equivalence for Gaussian processes
- Multiscale adaptive inference on conditional moment inequalities
- The joint distribution of running maximum of a Slepian process
- On the continuity of Pickands constants
- On the shape of trajectories of Gaussian processes having large massive excursions. II
- 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
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