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Vladimir I. Piterbarg
Vladimir I. Piterbarg
Professor in probability and statistics, Lomonosov Moscow state university
Preverjeni e-poštni naslov na mech.math.msu.su
Naslov
Navedeno
Navedeno
Leto
Asymptotic methods in the theory of Gaussian processes and fields
VI Piterbarg
American Mathematical Soc., 1996
8371996
Extremes of a certain class of Gaussian processes
J Hüsler, V Piterbarg
Stochastic Processes and their Applications 83 (2), 257-271, 1999
1981999
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
1672001
Encyclopedia of environmetrics
AH El-Shaarawi, WW Piegorsch
John Wiley & Sons, 2002
1622002
The Laplace method for probability measures in Banach spaces
VI Piterbarg, VR Fatalov
Russian Mathematical Surveys 50 (6), 1151, 1995
971995
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
891984
Twenty lectures about Gaussian processes
VI Piterbarg
Atlantic Financial, London, 2015
882015
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
611978
Large deviations of a storage process with fractional Brownian motion as input
VI Piterbarg
Extremes 4, 147-164, 2001
582001
On the ruin probability for physical fractional Brownian motion
J Hüsler, V Piterbarg
Stochastic Processes and their Applications 113 (2), 315-332, 2004
572004
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
562006
Асимптотические методы в теории гауссовских случайных процессов и полей
VI Piterbarg
(No Title), 1988
551988
Discrete and continuous time extremes of Gaussian processes
VI Piterbarg*
Extremes 7 (2), 161-177, 2004
522004
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
522003
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
491972
High excursions for nonstationary generalized chi-square processes
VI Piterbarg
Stochastic Processes and their Applications 53 (2), 307-337, 1994
481994
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
472013
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
422008
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
412004
Extreme values of the cyclostationary Gaussian random process
DG Konstant, VI Piterbarg
Journal of applied probability 30 (1), 82-97, 1993
351993
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