scientific article; zbMATH DE number 3381615

Cited in

(26)

Asymptotics of maxima of strongly dependent Gaussian processes
Uniform tail approximation of homogenous functionals of Gaussian fields
On generalised Piterbarg constants
On the probability of conjunctions of stationary Gaussian processes
Parisian ruin of self-similar Gaussian risk processes
Estimation of change-point models
Extremes of homogeneous Gaussian random fields
Extrema of a Gaussian random field: Berman's sojourn time method
Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets
Extremes of a class of nonhomogeneous Gaussian random fields
Piterbarg theorems for chi-processes with trend
Extremes of Gaussian chaos processes with trend
Approximation of sojourn times of Gaussian processes
Extremes of standard multifractional Brownian motion
Extremes of \(L^p\)-norm of vector-valued Gaussian processes with trend
Extremes of vector-valued Gaussian processes with trend
Large deviations of Shepp statistics for fractional Brownian motion
Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
On maximum of Gaussian random field having unique maximum point of its variance
On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
Extremes of Gaussian random fields with regularly varying dependence structure
Extremes of threshold-dependent Gaussian processes
Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances
Extremes of vector-valued Gaussian processes
On the maximum of a Gaussian process with unique maximum point of its variance

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 Q5651969)