Enkelejd Hashorva

Discipline

Economies et finances (8) Education (4) Géographie (1)

Type de document

Articles (12) Textes imprimés (2)

Co-auteur

Date

Source

Mot-clé

Probabilities (10) statistiques (9) Statistics (9) Statistics (9) Statistics (9) Uncertainty (7) Mathematics (4) Gaussian processes (4) Mathematics (4) Applied mathematics (3) simulation (2) modélisation (2) Models and modelmaking (2) Modeling (2) formule (2) temps (durée) (1) spectacle (1) risque (1) représentation (1) distribution (1) vecteur (1) classification (1) index (1) Weights and measures (1) Time (1) Tail (1) Stochastic processes (1) Stationary processes (1) Series (1) Risk (1)

Documents écrit par Enkelejd Hashorva (14) | parle de Enkelejd Hashorva (0)

The harmonic mean formula for random processes
Krzysztof Bisewski et al. (4 avr. 2023)
Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics
Enkelejd Hashorva et al.
Multivariate max-stable processes and homogeneous functionals
Enkelejd Hashorva et al.
On Extremal Index of Max-Stable Random Fields
Enkelejd Hashorva
Extremes of vector-valued Gaussian processes
Krzysztof Dȩbicki et al.
Asymptotic Domination of Sample Maxima
Enkelejd Hashorva et al. (mai 2020)
Approximation of Supremum of Max-Stable Stationary Processes & Pickands Constants
Krzysztof Dȩbicki et al.
Asymptotic domination of sample maxima
Enkelejd Hashorva et al.
Approximation of some multivariate risk measures for Gaussian risks
Enkelejd Hashorva
Tail measure and spectral tail process of regularly varying time series
Clément Dombry et al.
Extremes of threshold-dependent Gaussian processes
Long Bai et al.
Extremal behavior of hitting a cone by correlated Brownian motion with drift
Krzysztof Dȩbicki et al.
Extremes of γ-reflected Gaussian processes with stationary increments
Krzysztof Dȩbicki et al. (2017)
Extremes and limit theorems for difference of chi-type processes
Patrik Albin et al. (2016)