Concepedia

V. I. Piterbarg

VI

Statistics

Publications

35

Citations

1.2K

H-Index

19

Active since

1982

Affiliations

Lomonosov Moscow State University(Current)

University of Bern

Moscow State University

University of Lausanne

Sobolev Institute of Mathematics

V. I. Piterbarg is an author at Lomonosov Moscow State University specializing in stochastic processes, mathematics, and probability theory.

ORCID

Publications per year

1982–2019

35

Publications

35

Extremes of a certain class of Gaussian processes

J. Hüsler, V. I. Piterbarg · Stochastic Processes and their Applications · 1999 · 162 citations

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Nonparametric estimation of the spectral measure of an extreme value distribution

J.H.J. Einmahl, V. I. Piterbarg, Laurens de Haan · The Annals of Statistics · 2001 · 114 citations · Full text

, , +14

The Laplace method for probability measures in Banach spaces

V. I. Piterbarg · Russian Mathematical Surveys · 1995 · 81 citations

, , +11

On the ruin probability for physical fractional Brownian motion

J. Hüsler, V. I. Piterbarg · Stochastic Processes and their Applications · 2004 · 57 citations

, , +9

Large Deviations of a Storage Process with Fractional Brownian Motion as Input

V. I. Piterbarg · Extremes · 2001 · 56 citations

, , +14

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