EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"Piterbarg, V.I."
Narrow search

Narrow search

Year of publication
Subject
All
Extremes 2 Gaussian processes 2 Tail dependence 2 Estimation 1 Estimation theory 1 Numerical analysis 1 Numerisches Verfahren 1 Schätztheorie 1 Schätzung 1
more ... less ...
Online availability
All
Free 4 Undetermined 2
Type of publication
All
Book / Working Paper 4 Article 2
Language
All
Undetermined 5 English 1
Author
All
Piterbarg, V.I. 4 Piterbarg, V. I. 2 Einmahl, J.H.J. 1 Konakov, V. D. 1 Romanova, T.A. 1 de Haan, L.F.M. 1
Institution
All
Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Tilburg University, School of Economics and Management 1
Published in...
All
Econometric Institute Report 1 Econometric Institute Research Papers 1 Journal of Multivariate Analysis 1 Mathematics Preprint Archive 1 Other publications TiSEM 1 Stochastic Processes and their Applications 1
Source
All
RePEc 5 ECONIS (ZBW) 1
Showing 1 - 6 of 6
Cover Image
Numerical Estimation of the Pickands’ Constant
Piterbarg, V.I. - 2018
Persistent link: https://www.econbiz.de/10012925426
Saved in:
Cover Image
Discrete vs continuous time for large extremes of Gaussian processes.
Piterbarg, V.I. - Faculteit der Economische Wetenschappen, Erasmus … - 2002
The academic publication process consists of al least two stages. The first stage covers the conception of a paper, its submission to a journal, possible revisions due to comments made by (anonymous) reviewers, and acceptance of the manuscript, among other aspects. The second stage concerns the...
Persistent link: https://www.econbiz.de/10010731714
Saved in:
Cover Image
Discrete vs continuous time for large extremes of Gaussian processes.
Piterbarg, V.I. - Erasmus University Rotterdam, Econometric Institute - 2002
The academic publication process consists of al least two stages. The first stage covers the conception of a paper, its submission to a journal, possible revisions due to comments made by (anonymous) reviewers, and acceptance of the manuscript, among other aspects. The second stage concerns the...
Persistent link: https://www.econbiz.de/10008584706
Saved in:
Cover Image
Nonparametric estimation of the spectral measure of an extreme value distribution
Einmahl, J.H.J.; de Haan, L.F.M.; Piterbarg, V.I. - Tilburg University, School of Economics and Management - 2001
Persistent link: https://www.econbiz.de/10011089053
Saved in:
Cover Image
High excursions for nonstationary generalized chi-square processes
Piterbarg, V. I. - In: Stochastic Processes and their Applications 53 (1994) 2, pp. 307-337
Suppose that X(t), t[set membership, variant][0, T], is a centered differentiable Gaussian random process, X1(t), ..., Xn(t) are independent copies of X(t). An exact asymptotic behavior of large deviation probabilities for the process , where b1, b2, ... bn are positive constants is...
Persistent link: https://www.econbiz.de/10008874805
Saved in:
Cover Image
On the convergence rate of maximal deviation distribution for kernel regression estimates
Konakov, V. D.; Piterbarg, V. I. - In: Journal of Multivariate Analysis 15 (1984) 3, pp. 279-294
Let (X, Y), X [set membership, variant] Rp, Y [set membership, variant] R1 have the regression function r(x) = E(Y|X = x). We consider the kernel nonparametric estimate rn(x) of r(x) and obtain a sequence of distribution functions approximating the distribution of the maximal deviation with...
Persistent link: https://www.econbiz.de/10005152919
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...