Access Statistics for Vladimir Ilich Piterbarg

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Discrete vs continuous time for large extremes of Gaussian processes	0	0	0	4	0	0	1	31
Nonparametric estimation of the spectral measure of an extreme value distribution	0	0	0	2	0	0	1	13
Total Working Papers	0	0	0	6	0	0	2	44

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING	0	1	2	10	1	3	5	21
A limit theorem for the time of ruin in a Gaussian ruin problem	0	0	0	10	0	1	2	32
High excursions of Bessel and related random processes	0	0	0	2	0	0	0	8
Limit theorem for maximum of the storage process with fractional Brownian motion as input	1	1	1	6	1	1	2	22
Log-likelihood ratio test for detecting transient change	0	0	0	9	0	0	0	38
Moment explosions in stochastic volatility models	3	3	4	159	3	3	7	353
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences	0	0	0	4	0	0	1	25
On estimation of the exponent of regular variation using a sample with missing observations	0	0	0	15	0	0	0	58
On the convergence rate of maximal deviation distribution for kernel regression estimates	0	0	0	26	0	0	1	106
On the ruin probability for physical fractional Brownian motion	0	0	0	2	0	1	2	16
Total Journal Articles	4	5	7	243	5	9	20	679

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Statistics updated 2025-10-06