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	2	2	3	33
Nonparametric estimation of the spectral measure of an extreme value distribution	0	0	0	2	0	1	1	14
Total Working Papers	0	0	0	6	2	3	4	47

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	0	1	10	0	2	5	23
A limit theorem for the time of ruin in a Gaussian ruin problem	0	0	0	10	1	2	3	34
High excursions of Bessel and related random processes	0	0	0	2	4	4	4	12
Limit theorem for maximum of the storage process with fractional Brownian motion as input	0	0	1	6	1	2	3	24
Log-likelihood ratio test for detecting transient change	0	0	0	9	1	2	2	40
Moment explosions in stochastic volatility models	1	1	5	160	1	2	8	355
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences	0	0	0	4	0	1	2	26
On estimation of the exponent of regular variation using a sample with missing observations	0	0	0	15	2	3	3	61
On the convergence rate of maximal deviation distribution for kernel regression estimates	1	1	1	27	2	2	2	108
On the ruin probability for physical fractional Brownian motion	0	0	0	2	0	2	3	18
Total Journal Articles	2	2	8	245	12	22	35	701

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09