Items where authors include "Hashorva, E"

Article

Debicki, K, Hashorva, E, Ji, L et al. (1 more author) (2018) Extremal behaviour of hitting a cone by correlated Brownian motion with drift. Stochastic Processes and their Applications, 128 (12). pp. 4171-4206. ISSN 0304-4149

Bai, L, Debicki, K, Hashorva, E et al. (1 more author) (2018) Extremes of threshold-dependent Gaussian processes. Science China Mathematics, 61 (11). pp. 1971-2002. ISSN 1674-7283

Debicki, K, Hashorva, E, Ji, L orcid.org/0000-0002-7790-7765 et al. (1 more author) (2017) Comparison inequalities for order statistics of Gaussian arrays. ALEA : Latin American Journal of Probability and Mathematical Statistics, 14. pp. 93-116. ISSN 1980-0436

Albin, P, Hashorva, E, Ji, L orcid.org/0000-0002-7790-7765 et al. (1 more author) (2016) Extremes and limit theorems for difference of chi-type processes. ESAIM: Probability and Statistics, 20. pp. 349-366. ISSN 1292-8100

Dȩbicki, K, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765 (2016) Extremes of a class of nonhomogeneous Gaussian random fields. The Annals of Probability, 44 (2). pp. 984-1012. ISSN 0091-1798

Dębicki, K, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765 (2016) Parisian ruin over a finite-time horizon. Science China Mathematics, 59 (3). pp. 557-572. ISSN 1674-7283

Liu, P, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765 (2015) On the γ-reflected processes with fBm input. Lithuanian Mathematical Journal, 55 (3). pp. 402-412. ISSN 1573-8825

Dȩbicki, K, Hashorva, E, Ji, L orcid.org/0000-0002-7790-7765 et al. (1 more author) (2015) Extremes of vector-valued Gaussian processes: Exact asymptotics. Stochastic Processes and their Applications, 125 (11). pp. 4039-4065. ISSN 0304-4149

Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765 (2015) Extremes of a(t)-locally stationary Gaussian random fields. Transactions of the American Mathematical Society, 368 (1). pp. 1-26. ISSN 0002-9947

Dębicki, K, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765 (2015) Parisian ruin of self-similar Gaussian risk processes. Journal of Applied Probability, 52 (03). pp. 688-702. ISSN 0021-9002

Dȩbicki, K, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765 (2015) Gaussian risk models with financial constraints. Scandinavian Actuarial Journal, 2015 (6). pp. 469-481. ISSN 0346-1238