Vladimir I. Piterbarg
Vladimir I. Piterbarg
Professor in probability and statistics, Lomonosov Moscow state university
Bestätigte E-Mail-Adresse bei mech.math.msu.su
Titel
Zitiert von
Zitiert von
Jahr
Asymptotic methods in the theory of Gaussian processes and fields
VI Piterbarg
American Mathematical Soc., 1996
6771996
Extremes of a certain class of Gaussian processes
J Hüsler, V Piterbarg
Stochastic Processes and their Applications 83 (2), 257-271, 1999
1771999
Nonparametric estimation of the spectral measure of an extreme value distribution
JHJ Einmahl, L De Haan, VI Piterbarg
Annals of Statistics, 1401-1423, 2001
1392001
The Laplace method for probability measures in Banach spaces
VI Piterbarg, VR Fatalov
Russian Mathematical Surveys 50 (6), 1151-1239, 1995
831995
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
731984
TWENTY LECTURES ABOUT GAUSSIAN PROCESSES.
V ILICH
Atlantic Financial Press, 2015
672015
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
521978
Asymptotic methods in the theory of Gaussian random processes and fields
VI Piterbarg
MGU publ, 1988
511988
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
501978
On convergence of the uniform norms for Gaussian processes and linear approximation problems
J Hüsler, V Piterbarg, O Seleznjev
Annals of Applied Probability 13 (4), 1615-1653, 2003
492003
On the ruin probability for physical fractional Brownian motion
J Hüsler, V Piterbarg
Stochastic Processes and their Applications 113 (2), 315-332, 2004
482004
Large deviations of a storage process with fractional Brownian motion as input
VI Piterbarg
Extremes 4 (2), 147-164, 2001
482001
Discrete and continuous time extremes of Gaussian processes
VI Piterbarg
Extremes 7 (2), 161-177, 2004
462004
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
451972
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
432006
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
412013
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
372008
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
372004
High excursions for nonstationary generalized chi-square processes
VI Piterbarg
Stochastic Processes and their Applications 53 (2), 307-337, 1994
371994
Extreme values of the cyclostationary Gaussian random process
DG Konstant, VI Piterbarg
Journal of applied probability, 82-97, 1993
361993
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