Pages that link to "Item:Q730709"
From MaRDI portal
The following pages link to A note on upper estimates for Pickands constants (Q730709):
Displaying 24 items.
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- On asymptotic constants in the theory of extremes for Gaussian processes (Q396021) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function (Q1948697) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) (← links)
- On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) (← links)
- The limit theorems for maxima of stationary Gaussian processes with random index (Q2453856) (← links)
- Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
- Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
- Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- Remarks on Pickands theorem (Q4578303) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Asymptotics of Maxima of Strongly Dependent Gaussian Processes (Q4903045) (← links)
- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983) (← links)
- Pickands’ constant at first order in an expansion around Brownian motion (Q5267832) (← links)
