Vladimir I. Piterbarg
Vladimir I. Piterbarg
Professor in probability and statistics, Lomonosov Moscow state university
Verified email at mech.math.msu.su
Title
Cited by
Cited by
Year
Asymptotic methods in the theory of Gaussian processes and fields
VI Piterbarg
American Mathematical Soc., 1996
6941996
Extremes of a certain class of Gaussian processes
J Hüsler, V Piterbarg
Stochastic Processes and their Applications 83 (2), 257-271, 1999
1801999
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
1452001
The Laplace method for probability measures in Banach spaces
VI Piterbarg, VR Fatalov
Russian Mathematical Surveys 50 (6), 1151-1239, 1995
861995
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
741984
TWENTY LECTURES ABOUT GAUSSIAN PROCESSES.
V ILICH
Atlantic Financial Press, 2015
722015
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
541978
Asymptotic methods in the theory of Gaussian random processes and fields
VI Piterbarg
MGU publ, 1988
531988
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
On the ruin probability for physical fractional Brownian motion
J Hüsler, V Piterbarg
Stochastic Processes and their Applications 113 (2), 315-332, 2004
492004
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
Large deviations of a storage process with fractional Brownian motion as input
VI Piterbarg
Extremes 4 (2), 147-164, 2001
492001
Discrete and continuous time extremes of Gaussian processes
VI Piterbarg
Extremes 7 (2), 161-177, 2004
472004
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
461972
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
High excursions for nonstationary generalized chi-square processes
VI Piterbarg
Stochastic Processes and their Applications 53 (2), 307-337, 1994
401994
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
Extreme values of the cyclostationary Gaussian random process
DG Konstant, VI Piterbarg
Journal of applied probability, 82-97, 1993
361993
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