On the Capacity Functional of Excursion Sets of Gaussian Random Fields on R²
Year of publication: |
2014-11
|
---|---|
Authors: | Kratz, Marie ; Nagel, Werner |
Institutions: | ESSEC Business School |
Subject: | Capacity functional | Crossings | Excursion set | Gaussian field | Growing circle method | Rice formulas | Second moment measure | Sweeping line method | Stereology | Stochastic geometry |
-
Testing for stationarity in a cointegrated system
Kunst, Robert M., (2002)
-
Testing for relative predictive accuracy: A critical viewpoint
Kunst, Robert M., (2003)
-
Tail-dependence in stock-return pairs
Fortin, Ines, (2002)
- More ...
-
Modelling macroeconomic eects and expert judgements in operational risk : a Bayesian approach
Capa Santos, Holger, (2012)
-
There is a VaR Beyond Usual Approximations
Kratz, Marie, (2013)
-
The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
Busse, Marc, (2013)
- More ...