Twenty lectures about Gaussian processes
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(70)- Extremes of threshold-dependent Gaussian processes
- Extremes of vector-valued Gaussian processes with trend
- Extremes of Gaussian random fields with regularly varying dependence structure
- Generalized Pickands constants and stationary max-stable processes
- A bound on the probability of ruin in Merton's model
- On generalised Piterbarg constants
- Extremes on different grids and continuous time of stationary processes
- The joint distribution of running maximum of a Slepian process
- Extremes of standard multifractional Brownian motion
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid
- Breaking a chain of interacting Brownian particles
- Approximation of sojourn times of Gaussian processes
- High excursions of Bessel and related random processes
- Extremes of vector-valued Gaussian processes
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
- On maximum of Gaussian random field having unique maximum point of its variance
- Extremes of Gaussian processes with smooth random expectation and smooth random variance
- Large extremes of Gaussian chaos processes
- High excursions of Gaussian nonstationary processes in discrete time
- Fitting time series with heavy tails and strong time dependence
- Estimation of change-point models
- On the maximum of a Gaussian process with unique maximum point of its variance
- Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters
- Extremes of Gaussian fields with a smooth random variance
- High extrema of Gaussian chaos processes
- Parisian ruin over a finite-time horizon
- Comparison inequalities for order statistics of Gaussian arrays
- Lectures on Gaussian Processes
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances
- Simultaneous ruin probability for two-dimensional Brownian risk model
- Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields
- Level Sets and Extrema of Random Processes and Fields
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- scientific article; zbMATH DE number 193377 (Why is no real title available?)
- scientific article; zbMATH DE number 517204 (Why is no real title available?)
- Extremes of -reflected Gaussian processes with stationary increments
- On Extremal Index of max-stable stationary processes
- Method of moments for exit probabilities of Gaussian vector processes from a large region
- scientific article; zbMATH DE number 782652 (Why is no real title available?)
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- Extremes of vector-valued Gaussian processes: exact asymptotics
- Modeling and fitting of time series with heavy distribution tails and strong time dependence by Gaussian time series
- Massive excursions of Gaussian isotropic fields. Method of moments
- Breaking a chain of interacting Brownian particles: a Gumbel limit theorem
- On the continuity of Pickands constants
- On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
- Extremes of L^p-norm of vector-valued Gaussian processes with trend
- Sup-norm convergence rates for Lévy density estimation
- Approximation of ruin probability and ruin time in discrete Brownian risk models
- Extremes of Gaussian processes with a smooth random trend
- On the distribution of the last exit time over a slowly growing linear boundary for a Gaussian process
- Extremes of nonstationary Gaussian fluid queues
- Uniform tail approximation of homogenous functionals of Gaussian fields
- Pickands' constant at first order in an expansion around Brownian motion
- Markov Processes, Gaussian Processes, and Local Times
- A limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process
- scientific article; zbMATH DE number 7662453 (Why is no real title available?)
- On the speed of convergence of Piterbarg constants
- Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes
- Asymptotic behavior of point processes of exceeding the high levels of Gaussian stationary sequence
- High excursion probabilities for Gaussian fields on smooth manifolds
- Sojourn times of Gaussian processes with random parameters
- Extremal independence in discrete random systems
- Parisian ruin of Gaussian processes with random premium income
- Fractional Brownian motion ruin model with random inspection time
- Two-dimensional Parisian ruin problem and evaluation of Pickands type constants
- On the speed of convergence of discrete Pickands constants to continuous ones
- Fast and optimal inference for change points in piecewise polynomials via differencing
- A limit theorem for maxima of functions of Gaussian processes with logarithmic decay of correlation
- Gnedenko-type limit theorem for the maximum of stationary Gaussian processes with a trend
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