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 1 6 8 21
Total Working Papers 0 1 1 7 1 6 14 57

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 1 1 3 12 1 3 10 28
A limit theorem for the time of ruin in a Gaussian ruin problem 0 0 0 10 1 5 10 41
High excursions of Bessel and related random processes 0 0 0 2 1 1 7 15
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 0 2 7 45
Moment explosions in stochastic volatility models 0 0 4 160 2 12 26 375
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences 0 0 0 4 1 3 4 29
On estimation of the exponent of regular variation using a sample with missing observations 0 0 0 15 0 3 9 67
On the convergence rate of maximal deviation distribution for kernel regression estimates 0 0 1 27 1 2 5 111
On the ruin probability for physical fractional Brownian motion 0 0 0 2 0 1 7 22
Total Journal Articles 1 1 9 247 7 32 89 758

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Statistics updated 2026-06-04