On the probability of conjunctions of stationary Gaussian processes
Year of publication: |
2014
|
---|---|
Authors: | Dȩbicki, Krzysztof ; Hashorva, Enkelejd ; Ji, Lanpeng ; Tabiś, Kamil |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 88.2014, C, p. 141-148
|
Publisher: |
Elsevier |
Subject: | Stationary Gaussian processes | Order statistics processes | Conjunction | Extremes | Berman sojourn limit theorem | Generalized Pickands constant |
-
Thresholds of moving average of stationary processes for given on target significant levels
Al-Awadhi, F., (2009)
-
Strategic uncertainty and probabilistic sophistication
Aoyagi, Masaki, (2021)
-
The conjunctive model of hierarchical classes
Mechelen, Iven, (1995)
- More ...
-
Random shifting and scaling of insurance risks
Hashorva, Enkelejd, (2014)
-
Random Shifting and Scaling of Insurance Risks
Hashorva, Enkelejd, (2014)
-
Archimedean copulas in finite and infinite dimensions—with application to ruin problems
Constantinescu, Corina, (2011)
- More ...