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E. Hashorva

Identifiers

  • name variant E. Hashorva 0.60 · backfill

Papers (16)

  1. On maximum of Gaussian process with unique maximum point of its variance math.PR · 2019 · author #1
  2. Approximation of Some Multivariate Risk Measures for Gaussian Risks q-fin.RM · 2018 · author #1
  3. Extremes of threshold-dependent Gaussian processes math.PR · 2017 · author #3
  4. Some Mathematical Aspects of Price Optimisation q-fin.CP · 2016 · author #2
  5. Extremes and Limit Theorems for Difference of Chi-type processes math.PR · 2015 · author #2
  6. Comparison Inequalities for Order Statistics of Gaussian Arrays math.PR · 2015 · author #2
  7. Piterbarg's max-discretisation theorem for stationary vector Gaussian processes observed on different grids math.PR · 2014 · author #1
  8. Limit Laws for Extremes of Dependent Stationary Gaussian Arrays math.PR · 2014 · author #1
  9. On Piterbarg Max-discretisation Theorem for Multivariate Stationary Gaussian Processes math.PR · 2014 · author #2
  10. Tail asymptotic of Weibull-type risks math.PR · 2014 · author #1
  11. Efficient simulation of tail probabilities for sums of log-elliptical risks math.PR · 2014 · author #2
  12. Second order asymptotics of aggregated log-elliptical risk math.PR · 2014 · author #2
  13. Asymptotics of maxima of strongly dependent Gaussian processes math.PR · 2014 · author #2
  14. Tail Asymptotic Expansions for L-Statistics math.PR · 2014 · author #1
  15. Higher-order expansions of distributions of maxima in a H\"{u}sler-Reiss model math.PR · 2014 · author #1
  16. Tail Asymptotics of Deflated Risks math.PR · 2013 · author #1

Mentions

  • 1508.02758 #2 · backfill · confidence 0.70 E. Hashorva
  • 1503.09094 #2 · backfill · confidence 0.70 E. Hashorva
  • 1410.1802 #1 · backfill · confidence 0.70 E. Hashorva
  • 1405.2570 #1 · backfill · confidence 0.70 E. Hashorva
  • 1405.2457 #2 · backfill · confidence 0.70 E. Hashorva
  • 1405.2455 #1 · backfill · confidence 0.70 E. Hashorva
  • 1405.0607 #2 · backfill · confidence 0.70 E. Hashorva
  • 1405.0605 #2 · backfill · confidence 0.70 E. Hashorva
  • 1404.5736 #2 · backfill · confidence 0.70 E. Hashorva
  • 1402.6302 #1 · backfill · confidence 0.70 E. Hashorva
  • 1402.5608 #1 · backfill · confidence 0.70 E. Hashorva
  • 1305.2586 #1 · backfill · confidence 0.70 E. Hashorva

Frequent Coauthors