Rice formula for processes with jumps and applications.
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- Extremes, 2015, v. 18, n. 1, p. 15, doi. 10.1007/s10687-014-0200-2
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- Article
Works matching IS 13861999 AND DT 2015 AND VI 18 AND IP 1
Results: 7
1
2
Piterbarg theorems for chi-processes with trend.
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- Extremes, 2015, v. 18, n. 1, p. 37, doi. 10.1007/s10687-014-0201-1
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- Publication type:
- Article
3
Relations between the spectral measures and dependence of MEV distributions.
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- Extremes, 2015, v. 18, n. 1, p. 65, doi. 10.1007/s10687-014-0203-z
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- Publication type:
- Article
4
The space of D-norms revisited.
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- Extremes, 2015, v. 18, n. 1, p. 85, doi. 10.1007/s10687-014-0204-y
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- Publication type:
- Article
5
On probability of high extremes for product of two independent Gaussian stationary processes.
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- Extremes, 2015, v. 18, n. 1, p. 99, doi. 10.1007/s10687-014-0205-x
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- Publication type:
- Article
6
Joint extremal behavior of hidden and observable time series with applications to GARCH processes.
- Published in:
- Extremes, 2015, v. 18, n. 1, p. 109, doi. 10.1007/s10687-014-0206-9
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- Publication type:
- Article
7
Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays.
- Published in:
- Extremes, 2015, v. 18, n. 1, p. 1, doi. 10.1007/s10687-014-0196-7
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- Publication type:
- Article