Asymptotic methods in the theory of Gaussian processes and fields VI Piterbarg American Mathematical Soc., 1996 | 841 | 1996 |
Extremes of a certain class of Gaussian processes J Hüsler, V Piterbarg Stochastic Processes and their Applications 83 (2), 257-271, 1999 | 198 | 1999 |
Nonparametric estimation of the spectral measure of an extreme value distribution JHJ Einmahl, VI Piterbarg, L De Haan The Annals of Statistics 29 (5), 1401-1423, 2001 | 168 | 2001 |
Encyclopedia of environmetrics AH El-Shaarawi, WW Piegorsch John Wiley & Sons, 2002 | 165 | 2002 |
The Laplace method for probability measures in Banach spaces VI Piterbarg, VR Fatalov Russian Mathematical Surveys 50 (6), 1151, 1995 | 97 | 1995 |
Twenty lectures about Gaussian processes VI Piterbarg Atlantic Financial, London, 2015 | 89 | 2015 |
On the convergence rate of maximal deviation distribution for kernel regression estimates VD Konakov, VI Piterbarg Journal of Multivariate Analysis 15 (3), 279-294, 1984 | 89 | 1984 |
Asymptotic analysis of the probability of large excursions for a nonstationary Gaussian process VI Piterbarg, VP Prisiazhniuk Teoriia Veroiatnostei i Matematicheskaia Statistika, 121-134, 1978 | 61 | 1978 |
Large deviations of a storage process with fractional Brownian motion as input VI Piterbarg Extremes 4, 147-164, 2001 | 58 | 2001 |
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences P Mladenović, V Piterbarg Stochastic processes and their applications 116 (12), 1977-1991, 2006 | 57 | 2006 |
On the ruin probability for physical fractional Brownian motion J Hüsler, V Piterbarg Stochastic Processes and their Applications 113 (2), 315-332, 2004 | 57 | 2004 |
Асимптотические методы в теории гауссовских случайных процессов и полей VI Piterbarg (No Title), 1988 | 55 | 1988 |
Discrete and continuous time extremes of Gaussian processes VI Piterbarg* Extremes 7 (2), 161-177, 2004 | 53 | 2004 |
On convergence of the uniform norms for Gaussian processes and linear approximation problems J Hüsler, V Piterbarg, O Seleznjev The Annals of Applied Probability 13 (4), 1615-1653, 2003 | 52 | 2003 |
On the paper by J. Pickands “Upcrossing probabilities for stationary Gaussian processes” VI Piterbarg Vestnik Moskov. Univ. Ser. I Mat. Meh 27 (5), 25-30, 1972 | 49 | 1972 |
High excursions for nonstationary generalized chi-square processes VI Piterbarg Stochastic Processes and their Applications 53 (2), 307-337, 1994 | 48 | 1994 |
On the supremum of γ-reflected processes with fractional Brownian motion as input E Hashorva, L Ji, VI Piterbarg Stochastic Processes and their Applications 123 (11), 4111-4127, 2013 | 47 | 2013 |
A limit theorem for the time of ruin in a Gaussian ruin problem J Hüsler, V Piterbarg Stochastic Processes and their Applications 118 (11), 2014-2021, 2008 | 42 | 2008 |
Limit theorem for maximum of the storage process with fractional Brownian motion as input J Hüsler, V Piterbarg Stochastic processes and their applications 114 (2), 231-250, 2004 | 41 | 2004 |
Extreme values of the cyclostationary Gaussian random process DG Konstant, VI Piterbarg Journal of applied probability 30 (1), 82-97, 1993 | 35 | 1993 |