Bisewski, Krzysztof; Hashorva, Enkelejd; Shevchenko, Georgiy The harmonic mean formula for random processes. (English) Zbl 1516.60020 Stochastic Anal. Appl. 41, No. 3, 591-603 (2023). MSC: 60G07 60G17 60G70 PDFBibTeX XMLCite \textit{K. Bisewski} et al., Stochastic Anal. Appl. 41, No. 3, 591--603 (2023; Zbl 1516.60020) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng; Michna, Zbigniew Sojourn times of Gaussian and related random fields. (English) Zbl 1515.60152 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249-289 (2023). MSC: 60G60 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 249--289 (2023; Zbl 1515.60152) Full Text: arXiv Link
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Kriukov, Nikolai Pandemic-type failures in multivariate Brownian risk models. (English) Zbl 1496.91039 Extremes 25, No. 1, 1-23 (2022). MSC: 91B05 60J70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Extremes 25, No. 1, 1--23 (2022; Zbl 1496.91039) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Krystecki, Konrad Finite-time ruin probability for correlated Brownian motions. (English) Zbl 1487.60075 Scand. Actuar. J. 2021, No. 10, 890-915 (2021). MSC: 60G15 60J65 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., Scand. Actuar. J. 2021, No. 10, 890--915 (2021; Zbl 1487.60075) Full Text: DOI arXiv
Hashorva, Enkelejd On extremal index of max-stable random fields. (English) Zbl 1475.60096 Lith. Math. J. 61, No. 2, 217-238 (2021). MSC: 60G70 60G10 60G60 60G15 PDFBibTeX XMLCite \textit{E. Hashorva}, Lith. Math. J. 61, No. 2, 217--238 (2021; Zbl 1475.60096) Full Text: DOI arXiv
Hashorva, Enkelejd; Mishura, Yuliya; Shevchenko, Georgiy Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics. (English) Zbl 1493.60068 J. Theor. Probab. 34, No. 2, 728-754 (2021). Reviewer: Dmitry Zaporozhets (Sankt-Peterburg) MSC: 60G15 60G70 60F10 PDFBibTeX XMLCite \textit{E. Hashorva} et al., J. Theor. Probab. 34, No. 2, 728--754 (2021; Zbl 1493.60068) Full Text: DOI arXiv
Hashorva, Enkelejd Approximation of some multivariate risk measures for Gaussian risks. (English) Zbl 1404.60050 J. Multivariate Anal. 169, 330-340 (2019). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{E. Hashorva}, J. Multivariate Anal. 169, 330--340 (2019; Zbl 1404.60050) Full Text: DOI arXiv
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng Extremes of threshold-dependent Gaussian processes. (English) Zbl 1402.60042 Sci. China, Math. 61, No. 11, 1971-2002 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{L. Bai} et al., Sci. China, Math. 61, No. 11, 1971--2002 (2018; Zbl 1402.60042) Full Text: DOI Link
Bai, Long; Dȩbicki, Krzysztof; Hashorva, Enkelejd; Luo, Li On generalised Piterbarg constants. (English) Zbl 1390.60133 Methodol. Comput. Appl. Probab. 20, No. 1, 137-164 (2018). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{L. Bai} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 137--164 (2018; Zbl 1390.60133) Full Text: DOI
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. (English) Zbl 1393.60034 ESAIM, Probab. Stat. 21, 495-535 (2017). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., ESAIM, Probab. Stat. 21, 495--535 (2017; Zbl 1393.60034) Full Text: DOI arXiv
Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg Boundary non-crossing probabilities for fractional Brownian motion with trend. (English) Zbl 1337.60065 Stochastics 87, No. 6, 946-965 (2015). MSC: 60G22 60F10 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Stochastics 87, No. 6, 946--965 (2015; Zbl 1337.60065) Full Text: DOI arXiv
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Ji, Lanpeng Parisian ruin of self-similar Gaussian risk processes. (English) Zbl 1326.60042 J. Appl. Probab. 52, No. 3, 688-702 (2015). MSC: 60G15 60G18 60G70 60G22 PDFBibTeX XMLCite \textit{K. Dȩbicki} et al., J. Appl. Probab. 52, No. 3, 688--702 (2015; Zbl 1326.60042) Full Text: DOI arXiv Euclid
Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng On the \(\gamma\)-reflected processes with fBm input. (English) Zbl 1325.60054 Lith. Math. J. 55, No. 3, 402-412 (2015). MSC: 60G22 60G70 60G10 91B30 PDFBibTeX XMLCite \textit{P. Liu} et al., Lith. Math. J. 55, No. 3, 402--412 (2015; Zbl 1325.60054) Full Text: DOI arXiv Link
Hashorva, Enkelejd; Tan, Zhongquan Piterbarg’s max-discretization theorem for stationary vector Gaussian processes observed on different grids. (English) Zbl 1370.60064 Statistics 49, No. 2, 338-360 (2015). MSC: 60G15 60G70 60F05 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{Z. Tan}, Statistics 49, No. 2, 338--360 (2015; Zbl 1370.60064) Full Text: DOI arXiv Link
Tan, Zhongquan; Hashorva, Enkelejd On Piterbarg’s max-discretisation theorem for multivariate stationary Gaussian processes. (English) Zbl 1335.60054 J. Math. Anal. Appl. 409, No. 1, 299-314 (2014). MSC: 60G15 60G10 60G70 60F99 PDFBibTeX XMLCite \textit{Z. Tan} and \textit{E. Hashorva}, J. Math. Anal. Appl. 409, No. 1, 299--314 (2014; Zbl 1335.60054) Full Text: DOI arXiv
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang Tail asymptotic expansions for \(L\)-statistics. (English) Zbl 1328.62084 Sci. China, Math. 57, No. 10, 1993-2012 (2014). Reviewer: Aleksander Iksanov (Kiev) MSC: 62E20 62G30 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Sci. China, Math. 57, No. 10, 1993--2012 (2014; Zbl 1328.62084) Full Text: DOI arXiv
Hashorva, Enkelejd; Kortschak, Dominik Tail asymptotics of random sum and maximum of log-normal risks. (English) Zbl 1295.62013 Stat. Probab. Lett. 87, 167-174 (2014). MSC: 62E20 62G32 60G50 60G70 60F05 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{D. Kortschak}, Stat. Probab. Lett. 87, 167--174 (2014; Zbl 1295.62013) Full Text: DOI arXiv
Tan, Zhongquan; Hashorva, Enkelejd On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes. (English) Zbl 1290.60026 Methodol. Comput. Appl. Probab. 16, No. 1, 169-185 (2014). MSC: 60F05 60G15 PDFBibTeX XMLCite \textit{Z. Tan} and \textit{E. Hashorva}, Methodol. Comput. Appl. Probab. 16, No. 1, 169--185 (2014; Zbl 1290.60026) Full Text: DOI Link
Hashorva, Enkelejd; Macci, Claudio; Pacchiarotti, Barbara Large deviations for proportions of observations which fall in random sets determined by order statistics. (English) Zbl 1306.60016 Methodol. Comput. Appl. Probab. 15, No. 4, 875-896 (2013). MSC: 60F10 60G70 62G30 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Methodol. Comput. Appl. Probab. 15, No. 4, 875--896 (2013; Zbl 1306.60016) Full Text: DOI
Tan, Zhongquan; Hashorva, Enkelejd Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval. (English) Zbl 1291.60107 Stochastic Processes Appl. 123, No. 8, 2983-2998 (2013). MSC: 60G70 60G15 PDFBibTeX XMLCite \textit{Z. Tan} and \textit{E. Hashorva}, Stochastic Processes Appl. 123, No. 8, 2983--2998 (2013; Zbl 1291.60107) Full Text: DOI
Hashorva, Enkelejd On beta-product convolutions. (English) Zbl 1341.62055 Scand. Actuar. J. 2013, No. 1, 69-83 (2013). Reviewer: Italo Simonelli (Westminster, MD) MSC: 62E15 60E05 60E10 91B30 PDFBibTeX XMLCite \textit{E. Hashorva}, Scand. Actuar. J. 2013, No. 1, 69--83 (2013; Zbl 1341.62055) Full Text: DOI arXiv
Hashorva, Enkelejd; Peng, Zuoxiang; Weng, Zhichao On Piterbarg theorem for maxima of stationary Gaussian sequences. (English) Zbl 1281.60049 Lith. Math. J. 53, No. 3, 280-292 (2013). MSC: 60G70 60G10 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Lith. Math. J. 53, No. 3, 280--292 (2013; Zbl 1281.60049) Full Text: DOI Link
Tan, Zhongquan; Hashorva, Enkelejd Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval. (English) Zbl 1274.60121 Lith. Math. J. 53, No. 1, 91-102 (2013). Reviewer: Michael Falk (Würzburg) MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{Z. Tan} and \textit{E. Hashorva}, Lith. Math. J. 53, No. 1, 91--102 (2013; Zbl 1274.60121) Full Text: DOI Link
Hashorva, Enkelejd; Jaworski, Piotr Gaussian approximation of conditional elliptical copulas. (English) Zbl 1259.62039 J. Multivariate Anal. 111, 397-407 (2012). MSC: 62H05 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{P. Jaworski}, J. Multivariate Anal. 111, 397--407 (2012; Zbl 1259.62039) Full Text: DOI
Hashorva, Enkelejd Boundary non-crossings of Brownian pillow. (English) Zbl 1197.60082 J. Theor. Probab. 23, No. 1, 193-208 (2010). Reviewer: Serguey Victorovich Zhulenev (Moskva) MSC: 60J65 60F10 60G15 60G70 PDFBibTeX XMLCite \textit{E. Hashorva}, J. Theor. Probab. 23, No. 1, 193--208 (2010; Zbl 1197.60082) Full Text: DOI arXiv Link
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg An asymptotic result for non crossing probabilities of Brownian motion with trend. (English) Zbl 1137.60023 Commun. Stat., Theory Methods 36, No. 13-16, 2821-2828 (2007). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60G70 62G10 62G32 62M02 60F10 60G15 62J05 PDFBibTeX XMLCite \textit{W. Bischoff} et al., Commun. Stat., Theory Methods 36, No. 13--16, 2821--2828 (2007; Zbl 1137.60023) Full Text: DOI
Bischoff, Wolfgang; Hashorva, Enkelejd A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend. (English) Zbl 1074.60087 Stat. Probab. Lett. 74, No. 3, 265-271 (2005). MSC: 60J65 PDFBibTeX XMLCite \textit{W. Bischoff} and \textit{E. Hashorva}, Stat. Probab. Lett. 74, No. 3, 265--271 (2005; Zbl 1074.60087) Full Text: DOI
Hashorva, Enkelejd; Hüsler, Jürg Estimation of tails and related quantities using the number of near-extremes. (English) Zbl 1071.60037 Commun. Stat., Theory Methods 34, No. 2, 337-349 (2005). Reviewer: Josef Steinebach (Köln) MSC: 60G70 60F05 62F10 62P05 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{J. Hüsler}, Commun. Stat., Theory Methods 34, No. 2, 337--349 (2005; Zbl 1071.60037) Full Text: DOI
Hashorva, Enkelejd Asymptotics and bounds for multivariate Gaussian tails. (English) Zbl 1065.60017 J. Theor. Probab. 18, No. 1, 79-97 (2005). MSC: 60E15 PDFBibTeX XMLCite \textit{E. Hashorva}, J. Theor. Probab. 18, No. 1, 79--97 (2005; Zbl 1065.60017) Full Text: DOI Link
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. (English) Zbl 1103.60040 Stat. Probab. Lett. 66, No. 2, 105-115 (2004). MSC: 60G15 62G10 62M02 PDFBibTeX XMLCite \textit{W. Bischoff} et al., Stat. Probab. Lett. 66, No. 2, 105--115 (2004; Zbl 1103.60040) Full Text: DOI
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. (English) Zbl 1049.62048 Ann. Inst. Stat. Math. 55, No. 4, 849-864 (2003). MSC: 62G10 60J50 60F10 PDFBibTeX XMLCite \textit{W. Bischoff} et al., Ann. Inst. Stat. Math. 55, No. 4, 849--864 (2003; Zbl 1049.62048) Full Text: DOI