The following pages link to Vladimir I. Piterbarg (Q497480):
Displaying 50 items.
- (Q255759) (redirect page) (← links)
- Gaussian copula time series with heavy tails and strong time dependence (Q255760) (← links)
- High extrema of Gaussian chaos processes (Q291406) (← links)
- On extremal behavior of Gaussian chaos (Q393865) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- (Q626278) (redirect page) (← links)
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- Log-likelihood ratio test for detecting transient change (Q633048) (← links)
- On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation (Q638352) (← links)
- Extremes of Gaussian processes with random variance (Q638436) (← links)
- Extremes of Gaussian processes with a smooth random variance (Q719775) (← links)
- On the asymptotic Laplace method and its application to random chaos (Q745632) (← links)
- An estimate of the rate of convergence in the Poisson approximation theorem for large excursions of a Gaussian stationary process (Q757970) (← links)
- On the convergence rate of maximal deviation distribution for kernel regression estimates (Q760119) (← links)
- Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes (Q802200) (← links)
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences (Q860710) (← links)
- On the 100th anniversary of Boris Vladimirovich Gnedenko (01.01.1912--27.12.1995) (Q907368) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Gaussian stochastic processes (Q1052741) (← links)
- Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences (Q1170556) (← links)
- Nonstationarity test for a Gaussian time-series autoregressive model with close null and alternative hypotheses (Q1190029) (← links)
- Rate of convergence estimate in Poisson limit theorem for large excursions of a stationary Gaussian process (Q1325511) (← links)
- On asymptotic distribution of integrated squared error of an estimate of a component of a convolution (Q1332103) (← links)
- Testing for homogeneity of two multivariate samples: A Gaussian field on a sphere (Q1332112) (← links)
- High excursions for nonstationary generalized chi-square processes (Q1343584) (← links)
- High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. II (Q1361120) (← links)
- Nonstationary time series with a close alternative hypothesis: Locally asymptotic distribution of the likelihood ratio (Q1567744) (← links)
- (Q1613639) (redirect page) (← links)
- Extremes of a certain class of Gaussian processes (Q1613640) (← links)
- On shape of high massive excursions of trajectories of Gaussian homogeneous fields (Q1692085) (← links)
- Asymptotic behavior of reliability function for multidimensional aggregated Weibull type reliability indices (Q1699866) (← links)
- Large deviations of a storage process with fractional Brownian motion as input (Q1848527) (← links)
- Nonparametric estimation of the spectral measure of an extreme value distribution. (Q1848911) (← links)
- Gnedenko-type limit theorems for cyclostationary \(c^2\)-processes (Q1881776) (← links)
- High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. I (Q1909015) (← links)
- Correction to: ``On maximum of Gaussian random fields having unique maximum point of its variance'' (Q2028569) (← links)
- High excursions of Bessel and related random processes (Q2186651) (← links)
- High excursions of Bessel process and other processes of Bessel type (Q2279769) (← links)
- On maximum of Gaussian random field having unique maximum point of its variance (Q2322838) (← links)
- On probability of high extremes for product of two independent Gaussian stationary processes (Q2340040) (← links)
- On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input (Q2350352) (← links)
- On maxima of partial samples in Gaussian sequences with pseudo-stationary trends (Q2471660) (← links)
- On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)
- On the ruin probability for physical fractional Brownian motion (Q2485794) (← links)
- Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806) (← links)
- Discrete and continuous time extremes of Gaussian processes (Q2488450) (← links)
- On J. Pickands' paper ''Upcrossing probabilities for stationary Gaussian processes'' (Q2561065) (← links)
- Extremes of Gaussian processes with smooth random expectation and smooth random variance (Q2627902) (← links)
- Large extremes of Gaussian chaos processes (Q2631195) (← links)
- High excursions of Gaussian nonstationary processes in discrete time (Q2657166) (← links)
