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内部出版物
在“
Elsevier电子期刊
”中,
命中:
5
条,耗时:小于0.01 秒
1.
On the supremum of -reflected processes with fractional Brownian motion as input
作者:
Enkelejd Hashorva
;
Lanpeng Ji
;
Vladimir
I.
Piterbarg
关键词:
primary
;
60G15
;
secondary
;
60G70
刊名:Stochastic Processes and their Applications
出版年:2013
2.
On estimation of the exponent of regular variation using a sample with missing observations
作者:
Pavle Mladenović
;
Vladimir
Piterbarg
关键词:
Regular variation
;
Order statistics
;
Missing observations
;
Parameter estimation
刊名:Statistics and Probability Letters
出版年:2008
3.
A limit theorem for the time of ruin in a Gaussian ruin problem
作者:
Jü
;
rg Hü
;
sler
;
Vladimir
Piterbarg
关键词:
Gaussian process
;
Nonstationary
;
Locally stationary
;
Ruin
;
Ruin time
;
Asymptotic behavior
;
Limit distributions
刊名:Stochastic Processes and their Applications
出版年:2008
4.
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
作者:
Pavle Mladenović
;
Vladimir
Piterbarg
关键词:
Stationary sequences
;
Weak dependency
;
Missing observations
;
Extreme values
;
Storage process
刊名:Stochastic Processes and their Applications
出版年:2006
5.
Limit theorem for maximum of the storage process with fractional Brownian motion as input
作者:
Hü
;
sler
;
Jü
;
rg
;
Piterbarg
;
Vladimir
关键词:
Storage process
;
Maximum
;
Limit distribution
;
Fractional Brownian motion
;
Dense grid
刊名:Stochastic Processes and their Applications
出版年:2004
1
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