The following pages link to Juerg Hüsler (Q638350):
Displaying 50 items.
- (Q231604) (redirect page) (← links)
- Weak convergence of the empirical mean excess process with application to estimate the negative tail index (Q398793) (← links)
- Extreme shock models: an alternative perspective (Q617999) (← links)
- On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation (Q638352) (← links)
- Extremes of Gaussian processes with random variance (Q638436) (← links)
- A formula for the tail probability of a multivariate normal distribution and its applications (Q700147) (← links)
- Extremes of Gaussian processes with a smooth random variance (Q719775) (← links)
- Extreme values and high boundary crossings of locally stationary Gaussian processes (Q804073) (← links)
- Iterative estimation of the extreme value index (Q812978) (← links)
- Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests (Q814869) (← links)
- Extreme values of portfolio of Gaussian processes and a trend (Q881407) (← links)
- Multivariate extreme values in stationary random sequences (Q916246) (← links)
- The first zero of an empirical characteristic function (Q923472) (← links)
- On first and last ruin times of Gaussian processes (Q935830) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Testing asymptotic independence in bivariate extremes (Q1007480) (← links)
- An urn approach to generalized extreme shock models (Q1012230) (← links)
- The growth rate of partial maxima on subsequences (Q1060765) (← links)
- On the exceedance point process for a stationary sequence (Q1089678) (← links)
- Minimal spacings of non-uniform densities (Q1096236) (← links)
- Limit results for maxima in non-stationary multivariate Gaussian sequences (Q1105266) (← links)
- Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors (Q1122892) (← links)
- A note on the functional law of iterated logarithm for maxima of Gaussian sequences (Q1150942) (← links)
- A remark on the strong law of large numbers (Q1231705) (← links)
- Convergence rates in the law of large numbers for random variables on partially ordered sets (Q1231706) (← links)
- On limit distributions of first crossing points of Gaussian sequences (Q1243947) (← links)
- Almost sure limiting behaviour of first crossing points of Gaussian sequences (Q1254777) (← links)
- Extreme values in FGM random sequences (Q1283921) (← links)
- Minimum distance estimators (Q1338376) (← links)
- Maxima of bivariate random vectors: Between independence and complete dependence (Q1341373) (← links)
- Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences (Q1346161) (← links)
- A note on maxima of bivariate random vectors (Q1359688) (← links)
- Maxima of Poisson-like variables and related triangular arrays (Q1379717) (← links)
- On optimization and extreme value theory (Q1405352) (← links)
- Asymptotics of a boundary crossing probability of a Brownian bridge with general trend (Q1419395) (← links)
- On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. (Q1423023) (← links)
- Testing extreme value conditions (Q1424668) (← links)
- The smallest parallelepiped of \(n\) random points and peeling (Q1594521) (← links)
- Remarks on compound Poisson approximation of Gaussian random sequences (Q1613034) (← 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 normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← links)
- Multivariate nonparametric tests in a randomized complete block design (Q1810710) (← links)
- On estimating the rate of return (Q1814446) (← links)
- The extremes of a triangular array of normal random variables (Q1814757) (← links)
- Maxima of normal random vectors: Between independence and complete dependence (Q1822864) (← links)
- Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test (Q1880999) (← links)
- On multivariate Gaussian tails (Q1881414) (← links)
- Extremes and clustering of nonstationary max-AR(1) sequences (Q1890734) (← links)
