Access Statistics for Vladimir Ilich Piterbarg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 5 36
Nonparametric estimation of the spectral measure of an extreme value distribution 0 0 1 3 1 2 9 22
Total Working Papers 0 0 1 7 1 2 14 58

Journal Article File Downloads Abstract Views
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 12 1 2 10 29
A limit theorem for the time of ruin in a Gaussian ruin problem 0 0 0 10 0 1 9 41
High excursions of Bessel and related random processes 0 0 0 2 0 1 7 15
Limit theorem for maximum of the storage process with fractional Brownian motion as input 0 0 1 6 1 1 5 26
Log-likelihood ratio test for detecting transient change 0 0 0 9 0 0 7 45
Moment explosions in stochastic volatility models 0 0 4 160 2 15 38 388
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences 0 0 0 4 0 1 4 29
On estimation of the exponent of regular variation using a sample with missing observations 0 0 0 15 0 0 9 67
On the convergence rate of maximal deviation distribution for kernel regression estimates 0 0 1 27 0 1 5 111
On the ruin probability for physical fractional Brownian motion 0 0 0 2 1 1 7 23
Total Journal Articles 0 1 8 247 5 23 101 774

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Statistics updated 2026-08-07