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 6 36
Nonparametric estimation of the spectral measure of an extreme value distribution 0 1 1 3 4 5 7 20
Total Working Papers 0 1 1 7 4 5 13 56

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 11 1 4 9 27
A limit theorem for the time of ruin in a Gaussian ruin problem 0 0 0 10 2 4 9 40
High excursions of Bessel and related random processes 0 0 0 2 0 0 6 14
Limit theorem for maximum of the storage process with fractional Brownian motion as input 0 0 1 6 0 0 4 25
Log-likelihood ratio test for detecting transient change 0 0 0 9 2 2 7 45
Moment explosions in stochastic volatility models 0 0 4 160 9 13 24 373
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences 0 0 0 4 2 2 3 28
On estimation of the exponent of regular variation using a sample with missing observations 0 0 0 15 3 3 9 67
On the convergence rate of maximal deviation distribution for kernel regression estimates 0 0 1 27 0 1 4 110
On the ruin probability for physical fractional Brownian motion 0 0 0 2 1 1 7 22
Total Journal Articles 0 1 8 246 20 30 82 751

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Statistics updated 2026-05-06