The following pages link to (Q5254866):
Displayed 50 items.
- Extremes of Gaussian fields with a smooth random variance (Q273728) (← links)
- High extrema of Gaussian chaos processes (Q291406) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- A bound on the probability of ruin in Merton's model (Q1695461) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- Extremes on different grids and continuous time of stationary processes (Q1706348) (← links)
- The joint distribution of running maximum of a Slepian process (Q1739330) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293) (← links)
- Breaking a chain of interacting Brownian particles (Q2075322) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- High excursions of Bessel and related random processes (Q2186651) (← links)
- Extremes of vector-valued Gaussian processes (Q2196388) (← links)
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates (Q2231314) (← links)
- On maximum of Gaussian random field having unique maximum point of its variance (Q2322838) (← 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)
- Fitting time series with heavy tails and strong time dependence (Q2662923) (← links)
- Estimation of change-point models (Q2671953) (← links)
- On the maximum of a Gaussian process with unique maximum point of its variance (Q2671960) (← links)
- Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters (Q2688112) (← links)
- Comparison Inequalities for Order Statistics of Gaussian Arrays (Q2964179) (← links)
- Simultaneous ruin probability for two-dimensional brownian risk model (Q3299453) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region (Q4618073) (← links)
- Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series (Q4961769) (← links)
- Massive Excursions of Gaussian Isotropic Fields. Method of Moments (Q4961773) (← links)
- Breaking a Chain of Interacting Brownian Particles: A Gumbel Limit Theorem (Q5005706) (← links)
- On the continuity of Pickands constants (Q5067218) (← links)
- On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem (Q5074420) (← links)
- Extremes of <i>L</i><sup><i>p</i></sup>-norm of vector-valued Gaussian processes with trend (Q5086460) (← links)
- Approximation of ruin probability and ruin time in discrete Brownian risk models (Q5140646) (← links)
- Extremes of Gaussian processes with a smooth random trend (Q5156288) (← links)
- On the Distribution of the Last Exit Time over a Slowly Growing Linear Boundary for a Gaussian Process (Q5163518) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
- Pickands’ constant at first order in an expansion around Brownian motion (Q5267832) (← links)
- A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process (Q5871409) (← links)
- (Q5881790) (← links)
- On the speed of convergence of Piterbarg constants (Q6067389) (← links)