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Author ID: husler.jurg Recent zbMATH articles by "Hüsler, Jürg"
Published as: Hüsler, Jürg; Hüsler, J.; Hüsler, Juerg; Huesler, Juerg
Homepage: http://www.imsv.unibe.ch/content/staff/personalhomepages/huesler/index_ger.html
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

108 Publications have been cited 1,249 times in 851 Documents Cited by Year
Maxima of normal random vectors: Between independence and complete dependence. Zbl 0679.62038
Hüsler, Jürg; Reiss, Rolf-Dieter
117
1989
On the exceedance point process for a stationary sequence. Zbl 0619.60054
Hsing, T.; Hüsler, J.; Leadbetter, M. R.
98
1988
Extremes of a certain class of Gaussian processes. Zbl 0997.60057
Hüsler, J.; Piterbarg, V.
84
1999
Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
65
2004
Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
54
1994
Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
51
2011
On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036
Hüsler, J.; Piterbarg, V.
33
2004
On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040
Hüsler, J.; Piterbarg, V.; Seleznjev, O.
28
2003
Extreme values and high boundary crossings of locally stationary Gaussian processes. Zbl 0726.60026
Hüsler, J.
28
1990
Extreme shock models. Zbl 0962.60016
Gut, Allan; Hüsler, Jürg
27
1999
Realistic variation of shock models. Zbl 1154.60325
Gut, Allan; Hüsler, Jürg
26
2005
Maxima of Poisson-like variables and related triangular arrays. Zbl 0897.60052
Anderson, Clive W.; Coles, Stuart G.; Hüsler, Jürg
25
1997
Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119
Hüsler, Jürg; Piterbarg, Vladimir
24
2004
A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313
Hüsler, Jürg; Piterbarg, Vladimir
24
2008
Testing extreme value conditions. Zbl 1035.60050
Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg
20
2002
Extreme values of non-stationary random sequences. Zbl 0614.60021
Hüsler, Jürg
20
1986
On multivariate Gaussian tails. Zbl 1050.62068
Hashorva, Enkelejd; Hüsler, Jürg
18
2003
Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037
Hashorva, Enkelejd; Hüsler, Jürg
18
2005
Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. Zbl 1049.62048
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
16
2003
Asymptotic approximation of crossing probabilities of random sequences. Zbl 0494.60042
Hüsler, Jürg
15
1983
Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025
Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg
15
2003
On testing extreme value conditions. Zbl 1164.62352
Hüsler, Jürg; Li, Deyuan
15
2006
On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043
Hashorva, Enkelejd; Hüsler, Jürg
13
2002
Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes. Zbl 1088.60014
Hüsler, J.
13
2004
Testing asymptotic independence in bivariate extremes. Zbl 1156.62332
Hüsler, Jürg; Li, Deyuan
13
2009
The extremes of a triangular array of normal random variables. Zbl 0855.60019
Hsing, Tailen; Hüsler, Jürg; Reiss, Rolf-Dieter
13
1996
Extreme shock models: an alternative perspective. Zbl 1206.62092
Cirillo, Pasquale; Hüsler, Jürg
12
2011
Extreme values in FGM random sequences. Zbl 0921.60041
Hashorva, E.; Hüsler, J.
12
1999
Multivariate extreme values in stationary random sequences. Zbl 0703.62027
Hüsler, Jürg
12
1990
Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059
Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina
11
2011
Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058
Hashorva, Enkelejd; Hüsler, Jürg
11
2000
Multiple maxima in multivariate samples. Zbl 1079.60515
Hashorva, Enkelejd; Hüsler, Jürg
11
2005
On first and last ruin times of Gaussian processes. Zbl 1145.60021
Hüsler, Jürg; Zhang, Yueming
11
2008
On the number of near-maxima. Zbl 0971.60050
Hashorva, Enkelejd; Hüsler, Jürg
10
2000
Review of testing issues in extremes: in honor of Professor Laurens de Haan. Zbl 1164.62016
Hüsler, Jürg; Peng, Ljang
10
2008
Extremes of stationary sequences with failures. Zbl 1138.62026
Hall, Andreia; Hüsler, Jürg
9
2006
Extremes of Gaussian processes, on results of Piterbarg and Seleznjev. Zbl 0944.60044
Hüsler, J.
9
1999
A note on extreme values of locally stationary Gaussian processes. Zbl 0830.60045
Hüsler, J.
9
1995
Extremes of Gaussian processes with random variance. Zbl 1231.60030
Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming
8
2011
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. Zbl 1103.60040
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
8
2004
Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Zbl 1079.62047
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
8
2005
Extremes of Gaussian process and the constant \(H_\alpha\). Zbl 0944.60040
Hüsler, Jürg
7
1999
Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit. Zbl 1218.62011
Hüsler, Jürg; Li, Deyuan; Raschke, Mathias
7
2011
The first zero of an empirical characteristic function. Zbl 0711.60014
Heathcote, C. R.; Hüsler, J.
7
1990
A note on maxima of bivariate random vectors. Zbl 0879.60056
Hooghiemstra, G.; Hüsler, J.
7
1996
On limit distributions of first crossing points of Gaussian sequences. Zbl 0369.60028
Hüsler, J.
7
1977
Minimum distance estimators. Zbl 0803.62016
Hettmansperger, T. P.; Hueter, I.; Hüsler, J.
7
1994
A formula for the tail probability of a multivariate normal distribution and its applications. Zbl 1006.62047
Hüsler, Jürg; Liu, Regina Y.; Singh, Kesar
7
2002
On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation. Zbl 1226.60082
Hüsler, Juerg; Ladneva, Anna; Piterbarg, Vladimir
6
2010
Near-extremes and related point processes. Zbl 1216.60022
Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J.
6
2009
Extremes and clustering of nonstationary max-AR(1) sequences. Zbl 0821.60057
Alpuim, M. T.; Catkan, N. A.; Hüsler, J.
6
1995
On the number of points near the multivariate maxima. Zbl 1029.60041
Hashorva, Enkelejd; Hüsler, Jürg
6
2001
A note of exceedances and rare events of non-stationary sequences. Zbl 0787.60058
Hüsler, J.
6
1993
Limit results for maxima in non-stationary multivariate Gaussian sequences. Zbl 0648.60026
Hüsler, Jürg; Schüpbach, Michel
5
1988
Extreme values of portfolio of Gaussian processes and a trend. Zbl 1118.60027
Hüsler, Jürg; Schmid, Christoph M.
5
2005
Almost sure limiting behaviour of first crossing points of Gaussian sequences. Zbl 0399.60031
Hüsler, Jürg
5
1979
Multivariate nonparametric tests in a randomized complete block design. Zbl 1014.62068
Möttönen, J.; Hüsler, J.; Oja, H.
5
2003
A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. Zbl 1205.91164
Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro
5
2010
Limit laws for maxima of a stationary random sequence with random sample size. Zbl 1266.60094
Freitas, A.; Hüsler, J.; da Graça Temido, Maria
5
2012
Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors. Zbl 0676.62019
Hüsler, J.
4
1989
An asymptotic result for non crossing probabilities of Brownian motion with trend. Zbl 1137.60023
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg
4
2007
The number and sum of near \(m\)-extremes. Zbl 1134.60324
Hashorva, Enkelejd; Hüsler, Jürg
4
2008
Random coverage of the circle and asymptotic distributions. Zbl 0495.60018
Hüsler, J.
4
1982
Maxima of bivariate random vectors: Between independence and complete dependence. Zbl 0811.60038
Hüsler, J.
4
1994
Weighted least squares estimation of the extreme value index. Zbl 1137.62334
Hüsler, Jürg; Li, Deyuan; Müller, Samuel
4
2006
An urn approach to generalized extreme shock models. Zbl 1161.62069
Cirillo, Pasquale; Hüsler, Jürg
4
2009
Iterative estimation of the extreme value index. Zbl 1078.62054
Müller, Samuel; Hüsler, Jürg
4
2005
The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables. Zbl 0402.60022
Hüsler, Jürg
4
1979
On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065
Hüsler, Jürg; Piterbarg, Vladimir I.
4
2017
Minimal spacings of non-uniform densities. Zbl 0633.60019
Hüsler, Jürg
3
1987
The neighbourhood of bivariate maxima. Zbl 1123.60033
Hashorva, Enkelejd; Hüsler, Jürg
3
2002
On the random coverage of the circle. Zbl 0551.60014
Holst, L.; Hüsler, J.
3
1984
On the asymptotic behaviour of selector statistics. Zbl 0696.62217
Hüsler, Jürg
3
1988
On the first zero of an empirical characteristic function. Zbl 0744.60017
Bräker, H. U.; Hüsler, J.
3
1991
A note on the point processes of rare events. Zbl 0870.60044
Hüsler, J.; Schmidt, M.
3
1996
Minimum distance estimators in extreme value distributions. Zbl 0875.62104
Dietrich, D.; Hüsler, J.
3
1996
Limit distribution of the last exit time for stationary random sequences. Zbl 0415.60037
Hüsler, Jürg
3
1980
Tail approximations to the density function in EVT. Zbl 1164.62353
Hüsler, Jürg; Li, Deyuan
3
2006
On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038
Kremena, E. V.; Piterbarg, V. I.; Hüsler, J.
3
2014
Remarks on compound Poisson approximation of Gaussian random sequences. Zbl 1001.60032
Hashorva, Enkelejd; Hüsler, Jürg
3
2002
On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065
Hüsler, J.; Kremena, E. V.; Piterbarg, V. I.
3
2016
A note on the independence and total dependence of max i.d. distributions. Zbl 0668.60022
Hüsler, J.
2
1989
Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences. Zbl 0819.60051
Hüsler, J.; Kratz, M.
2
1995
Sequential urn schemes and birth processes. Zbl 0567.60010
Holst, Lars; Hüsler, Jürg
2
1985
Convergence rates in the law of large numbers for random variables on partially ordered sets. Zbl 0341.60015
Hüsler, J.
2
1978
Condition for convergence of maxima of random triangular arrays. Zbl 1088.60049
Freitas, Adelaide Valente; Hüsler, Jürg
2
2003
On simple block estimators for the parameters of the extreme-value distribution. Zbl 0601.62055
Hüsler, Jürg; Schüpbach, Michel
2
1986
Test based on independent, but non-identically distributed random variables. Zbl 0619.62040
Hüsler, Jürg
2
1987
Limit distributions of multivariate extreme values in nonstationary sequences of random vectors. Zbl 0697.62016
Hüsler, J.
2
1989
First zeros of empirical characteristic functions and extreme values of Gaussian processes. Zbl 0732.60064
Hüsler, Jürg
2
1989
On estimating the rate of return. Zbl 0736.90005
Heathcote, C. R.; Hüsler, J.
2
1991
The law of the iterated logarithm for the last exit time of independent random sequences. Zbl 0451.60034
Hüsler, J.
2
1981
Alarm systems and catastrophes from a diverse point of view. Zbl 1321.60186
Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro
2
2013
Extreme value index estimator using maximum likelihood and moment estimation. Zbl 1343.60062
Hüsler, Jürg; Li, Deyuan; Raschke, Mathias
2
2016
Extreme value theory. Proceedings of a conference held in Oberwolfach, FRG, Dec. 6-12, 1987. Zbl 0667.00025
1
1989
Generalized extreme shock models with a possibly increasing threshold. Zbl 1233.90128
Cirillo, Pasquale; Hüsler, Jürg
1
2011
Minimum distance and nonparametric dispersion functions. Zbl 1069.62517
Öztürk, Ömer; Hettmansperger, Thomas P.; Hüsler, Jürg
1
1999
The growth rate of partial maxima on subsequences. Zbl 0569.60031
Hüsler, Jürg
1
1985
On point processes on the circle. Zbl 0598.60049
Hüsler, Jürg
1
1986
Nonparametric location tests based on the empirical distribution. Zbl 0693.62042
Huesler, Juerg; Riedwyl, Hans
1
1988
On shape of high massive excursions of trajectories of Gaussian homogeneous fields. Zbl 1387.60065
Hüsler, Jürg; Piterbarg, Vladimir I.
4
2017
On consistency of the likelihood moment estimators for a linear process with regularly varying innovations. Zbl 1369.62107
Martig, Lukas; Hüsler, Jürg
1
2017
On the shape of trajectories of Gaussian processes having large massive excursions. II. Zbl 1370.60065
Hüsler, J.; Kremena, E. V.; Piterbarg, V. I.
3
2016
Extreme value index estimator using maximum likelihood and moment estimation. Zbl 1343.60062
Hüsler, Jürg; Li, Deyuan; Raschke, Mathias
2
2016
On the shape of trajectories of Gaussian processes having large massive excursions. Zbl 1312.60038
Kremena, E. V.; Piterbarg, V. I.; Hüsler, J.
3
2014
Alarm systems and catastrophes from a diverse point of view. Zbl 1321.60186
Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro
2
2013
Limit laws for maxima of a stationary random sequence with random sample size. Zbl 1266.60094
Freitas, A.; Hüsler, J.; da Graça Temido, Maria
5
2012
Laws of small numbers: extremes and rare events. 3rd revised and extended ed. Zbl 1213.62082
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
51
2011
Extreme shock models: an alternative perspective. Zbl 1206.62092
Cirillo, Pasquale; Hüsler, Jürg
12
2011
Extremes of Gaussian processes with a smooth random variance. Zbl 1228.60059
Hüsler, Jürg; Piterbarg, Vladimir; Rumyantseva, Ekaterina
11
2011
Extremes of Gaussian processes with random variance. Zbl 1231.60030
Hüsler, Juerg; Piterbarg, Vladimir; Zhang, Yueming
8
2011
Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit. Zbl 1218.62011
Hüsler, Jürg; Li, Deyuan; Raschke, Mathias
7
2011
Generalized extreme shock models with a possibly increasing threshold. Zbl 1233.90128
Cirillo, Pasquale; Hüsler, Jürg
1
2011
On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation. Zbl 1226.60082
Hüsler, Juerg; Ladneva, Anna; Piterbarg, Vladimir
6
2010
A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. Zbl 1205.91164
Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro
5
2010
On applications of extreme value theory in optimization. Zbl 1208.90124
Hüsler, Jürg
1
2010
Testing asymptotic independence in bivariate extremes. Zbl 1156.62332
Hüsler, Jürg; Li, Deyuan
13
2009
Near-extremes and related point processes. Zbl 1216.60022
Balakrishnan, N.; Hashorva, Enkelejd; Hüsler, J.
6
2009
An urn approach to generalized extreme shock models. Zbl 1161.62069
Cirillo, Pasquale; Hüsler, Jürg
4
2009
Extreme value analysis in biometrics. Zbl 1442.62424
Hüsler, Jürg
1
2009
A limit theorem for the time of ruin in a Gaussian ruin problem. Zbl 1151.60313
Hüsler, Jürg; Piterbarg, Vladimir
24
2008
On first and last ruin times of Gaussian processes. Zbl 1145.60021
Hüsler, Jürg; Zhang, Yueming
11
2008
Review of testing issues in extremes: in honor of Professor Laurens de Haan. Zbl 1164.62016
Hüsler, Jürg; Peng, Ljang
10
2008
The number and sum of near \(m\)-extremes. Zbl 1134.60324
Hashorva, Enkelejd; Hüsler, Jürg
4
2008
An asymptotic result for non crossing probabilities of Brownian motion with trend. Zbl 1137.60023
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg
4
2007
On testing extreme value conditions. Zbl 1164.62352
Hüsler, Jürg; Li, Deyuan
15
2006
Extremes of stationary sequences with failures. Zbl 1138.62026
Hall, Andreia; Hüsler, Jürg
9
2006
Weighted least squares estimation of the extreme value index. Zbl 1137.62334
Hüsler, Jürg; Li, Deyuan; Müller, Samuel
4
2006
Tail approximations to the density function in EVT. Zbl 1164.62353
Hüsler, Jürg; Li, Deyuan
3
2006
Realistic variation of shock models. Zbl 1154.60325
Gut, Allan; Hüsler, Jürg
26
2005
Estimation of tails and related quantities using the number of near-extremes. Zbl 1071.60037
Hashorva, Enkelejd; Hüsler, Jürg
18
2005
Multiple maxima in multivariate samples. Zbl 1079.60515
Hashorva, Enkelejd; Hüsler, Jürg
11
2005
Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests. Zbl 1079.62047
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
8
2005
Extreme values of portfolio of Gaussian processes and a trend. Zbl 1118.60027
Hüsler, Jürg; Schmid, Christoph M.
5
2005
Iterative estimation of the extreme value index. Zbl 1078.62054
Müller, Samuel; Hüsler, Jürg
4
2005
Laws of small numbers: extremes and rare events. 2nd revised and extended edition. Zbl 1083.60003
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
65
2004
On the ruin probability for physical fractional Brownian motion. Zbl 1070.60036
Hüsler, J.; Piterbarg, V.
33
2004
Limit theorem for maximum of the storage process with fractional Brownian motion as input. Zbl 1075.60119
Hüsler, Jürg; Piterbarg, Vladimir
24
2004
Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes. Zbl 1088.60014
Hüsler, J.
13
2004
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. Zbl 1103.60040
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
8
2004
On convergence of the uniform norms for Gaussian processes and linear approximation problems. Zbl 1038.60040
Hüsler, J.; Piterbarg, V.; Seleznjev, O.
28
2003
On multivariate Gaussian tails. Zbl 1050.62068
Hashorva, Enkelejd; Hüsler, Jürg
18
2003
Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test. Zbl 1049.62048
Bischoff, Wolfgang; Hashorva, Enkelejd; Hüsler, Jürg; Miller, Frank
16
2003
Asymptotics of a boundary crossing probability of a Brownian bridge with general trend. Zbl 1048.60025
Bischoff, Wolfgang; Miller, Frank; Hashorva, Enkelejd; Hüsler, Jürg
15
2003
Multivariate nonparametric tests in a randomized complete block design. Zbl 1014.62068
Möttönen, J.; Hüsler, J.; Oja, H.
5
2003
Condition for convergence of maxima of random triangular arrays. Zbl 1088.60049
Freitas, Adelaide Valente; Hüsler, Jürg
2
2003
Testing extreme value conditions. Zbl 1035.60050
Dietrich, Daniel; de Haan, Laurens; Hüsler, Jürg
20
2002
On asymptotics of multivariate integrals with applications to records. Zbl 0999.60043
Hashorva, Enkelejd; Hüsler, Jürg
13
2002
A formula for the tail probability of a multivariate normal distribution and its applications. Zbl 1006.62047
Hüsler, Jürg; Liu, Regina Y.; Singh, Kesar
7
2002
The neighbourhood of bivariate maxima. Zbl 1123.60033
Hashorva, Enkelejd; Hüsler, Jürg
3
2002
Remarks on compound Poisson approximation of Gaussian random sequences. Zbl 1001.60032
Hashorva, Enkelejd; Hüsler, Jürg
3
2002
On the number of points near the multivariate maxima. Zbl 1029.60041
Hashorva, Enkelejd; Hüsler, Jürg
6
2001
Extremes of Gaussian processes with maximal variance near the boundary points. Zbl 0969.60058
Hashorva, Enkelejd; Hüsler, Jürg
11
2000
On the number of near-maxima. Zbl 0971.60050
Hashorva, Enkelejd; Hüsler, Jürg
10
2000
Extremes of a certain class of Gaussian processes. Zbl 0997.60057
Hüsler, J.; Piterbarg, V.
84
1999
Extreme shock models. Zbl 0962.60016
Gut, Allan; Hüsler, Jürg
27
1999
Extreme values in FGM random sequences. Zbl 0921.60041
Hashorva, E.; Hüsler, J.
12
1999
Extremes of Gaussian processes, on results of Piterbarg and Seleznjev. Zbl 0944.60044
Hüsler, J.
9
1999
Extremes of Gaussian process and the constant \(H_\alpha\). Zbl 0944.60040
Hüsler, Jürg
7
1999
Minimum distance and nonparametric dispersion functions. Zbl 1069.62517
Öztürk, Ömer; Hettmansperger, Thomas P.; Hüsler, Jürg
1
1999
Maxima of Poisson-like variables and related triangular arrays. Zbl 0897.60052
Anderson, Clive W.; Coles, Stuart G.; Hüsler, Jürg
25
1997
Range of bivariate normal random vectors. Zbl 0886.60042
Hüsler, Jürg
1
1997
The extremes of a triangular array of normal random variables. Zbl 0855.60019
Hsing, Tailen; Hüsler, Jürg; Reiss, Rolf-Dieter
13
1996
A note on maxima of bivariate random vectors. Zbl 0879.60056
Hooghiemstra, G.; Hüsler, J.
7
1996
A note on the point processes of rare events. Zbl 0870.60044
Hüsler, J.; Schmidt, M.
3
1996
Minimum distance estimators in extreme value distributions. Zbl 0875.62104
Dietrich, D.; Hüsler, J.
3
1996
On the convex hull of dependent random vectors. Zbl 0861.60016
Hüsler, Jürg
1
1996
A note on extreme values of locally stationary Gaussian processes. Zbl 0830.60045
Hüsler, J.
9
1995
Extremes and clustering of nonstationary max-AR(1) sequences. Zbl 0821.60057
Alpuim, M. T.; Catkan, N. A.; Hüsler, J.
6
1995
Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences. Zbl 0819.60051
Hüsler, J.; Kratz, M.
2
1995
Laws of small numbers: Extremes and rare events. Disk. incl. Zbl 0817.60057
Falk, Michael; Hüsler, Jürg; Reiss, Rolf-Dieter
54
1994
Minimum distance estimators. Zbl 0803.62016
Hettmansperger, T. P.; Hueter, I.; Hüsler, J.
7
1994
Maxima of bivariate random vectors: Between independence and complete dependence. Zbl 0811.60038
Hüsler, J.
4
1994
On the convergence of the number of exceedances of nonstationary normal sequences. Zbl 0881.60049
Hüsler, J.; Kratz, M.
1
1994
A note of exceedances and rare events of non-stationary sequences. Zbl 0787.60058
Hüsler, J.
6
1993
On the first zero of an empirical characteristic function. Zbl 0744.60017
Bräker, H. U.; Hüsler, J.
3
1991
On estimating the rate of return. Zbl 0736.90005
Heathcote, C. R.; Hüsler, J.
2
1991
On the convex hull of n random points on a circle. Zbl 0724.60013
Carnal, H.; Hüsler, J.
1
1991
Extreme values and high boundary crossings of locally stationary Gaussian processes. Zbl 0726.60026
Hüsler, J.
28
1990
Multivariate extreme values in stationary random sequences. Zbl 0703.62027
Hüsler, Jürg
12
1990
The first zero of an empirical characteristic function. Zbl 0711.60014
Heathcote, C. R.; Hüsler, J.
7
1990
Maxima of normal random vectors: Between independence and complete dependence. Zbl 0679.62038
Hüsler, Jürg; Reiss, Rolf-Dieter
117
1989
Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors. Zbl 0676.62019
Hüsler, J.
4
1989
A note on the independence and total dependence of max i.d. distributions. Zbl 0668.60022
Hüsler, J.
2
1989
Limit distributions of multivariate extreme values in nonstationary sequences of random vectors. Zbl 0697.62016
Hüsler, J.
2
1989
First zeros of empirical characteristic functions and extreme values of Gaussian processes. Zbl 0732.60064
Hüsler, Jürg
2
1989
Extreme value theory. Proceedings of a conference held in Oberwolfach, FRG, Dec. 6-12, 1987. Zbl 0667.00025
1
1989
On the exceedance point process for a stationary sequence. Zbl 0619.60054
Hsing, T.; Hüsler, J.; Leadbetter, M. R.
98
1988
Limit results for maxima in non-stationary multivariate Gaussian sequences. Zbl 0648.60026
Hüsler, Jürg; Schüpbach, Michel
5
1988
On the asymptotic behaviour of selector statistics. Zbl 0696.62217
Hüsler, Jürg
3
1988
Nonparametric location tests based on the empirical distribution. Zbl 0693.62042
Huesler, Juerg; Riedwyl, Hans
1
1988
Minimal spacings of non-uniform densities. Zbl 0633.60019
Hüsler, Jürg
3
1987
Test based on independent, but non-identically distributed random variables. Zbl 0619.62040
Hüsler, Jürg
2
1987
Extreme values of non-stationary random sequences. Zbl 0614.60021
Hüsler, Jürg
20
1986
On simple block estimators for the parameters of the extreme-value distribution. Zbl 0601.62055
Hüsler, Jürg; Schüpbach, Michel
2
1986
On point processes on the circle. Zbl 0598.60049
Hüsler, Jürg
1
1986
Sequential urn schemes and birth processes. Zbl 0567.60010
Holst, Lars; Hüsler, Jürg
2
1985
The growth rate of partial maxima on subsequences. Zbl 0569.60031
Hüsler, Jürg
1
1985
On the random coverage of the circle. Zbl 0551.60014
Holst, L.; Hüsler, J.
3
1984
Asymptotic approximation of crossing probabilities of random sequences. Zbl 0494.60042
Hüsler, Jürg
15
1983
...and 8 more Documents
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Cited by 812 Authors

93 Hashorva, Enkelejd
58 Hüsler, Jürg
41 Dębicki, Krzysztof
34 Falk, Michael
33 Tan, Zhongquan
20 Ferreira, Helena
20 Peng, Zuoxiang
18 Ji, Lanpeng
16 Piterbarg, Vladimir Il’ich
15 Liu, Peng
14 Segers, Johan
13 Finkelstein, Maxim
13 Nadarajah, Saralees
13 Pereira, Luísa
13 Reiss, Rolf-Dieter
11 Padoan, Simone A.
10 Bai, Long
10 Engelke, Sebastian
10 Kabluchko, Zakhar A.
10 Li, Deyuan
9 Cirillo, Pasquale
9 Hsing, Tailen
9 Ling, Chengxiu
9 Robert, Christian-Yann
9 Tawn, Jonathan A.
8 Cha, Ji Hwan
8 Ferreira, Marta
8 Girard, Stéphane
8 Mandjes, Michel Robertus Hendrikus
8 Seleznjev, Oleg
8 Weng, Zhichao
7 Bücher, Axel
7 Davis, Richard A.
7 Dembińska, Anna
7 Dombry, Clément
7 Leal de Carvalho Gomes, Maria Ivette
7 Hazra, Nil Kamal
7 Huser, Raphaël
7 Liao, Xin
7 Martins, Ana Paula
7 Samorodnitsky, Gennady Pinkhosovich
7 Temido, Maria da Graça
6 Aulbach, Stefan
6 Davison, Anthony C.
6 de Haan, Laurens
6 Eryılmaz, Serkan N.
6 Freitas, Ana Cristina Moreira
6 Freitas, Jorge Milhazes
6 Frick, Melanie
6 Genton, Marc G.
6 Goyal, Dheeraj
6 Rodionov, Igor’ Vladimirovich
6 Zott, Maximilian
5 Bischoff, Wolfgang
5 Bisewski, Krzysztof
5 Joe, Harry
5 Krupskii, Pavel
5 Michel, René
5 Molchanov, Ilya S.
5 Novak, Serguei Yu.
5 Peng, Xiaofan
5 Popivoda, Goran
5 Rolski, Tomasz
5 Schlather, Martin
5 Stamatović, Siniša
4 Bouzebda, Salim
4 Canto e Castro, Luísa
4 Drees, Holger
4 Gardes, Laurent
4 Glynn, Peter W.
4 Guillou, Armelle
4 Kosiński, Kamil Marcin
4 Leadbetter, Malcolm Ross
4 Marohn, Frank
4 Michna, Zbigniew
4 Mikosch, Thomas
4 Mladenović, Pavle N.
4 Papastathopoulos, Ioannis
4 Resnick, Sidney Ira
4 Stepanov, Aleksei Vasil’evich
4 Strokorb, Kirstin
4 Wadsworth, Jennifer L.
4 Wisheckel, Florian
4 Withers, Christopher Stroude
3 Abramowicz, Konrad
3 Akbari, Masoumeh
3 Bayramoğlu, Ismihan G.
3 Beran, Jan
3 Cheng, Dan
3 Dias, Sandra Maria Venturelli Ferreira
3 Einmahl, John H. J.
3 Genest, Christian
3 Gomes, Dora Prata
3 Hall, Andreia O.
3 Hall, Peter Gavin
3 Hofmann, Martin
3 Jasnovidov, Grigori
3 Jiang, Yingying
3 Kantonistova, Elena O.
3 Keziou, Amor
...and 712 more Authors
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Cited in 140 Serials

106 Extremes
82 Statistics & Probability Letters
51 Stochastic Processes and their Applications
50 Journal of Multivariate Analysis
33 Communications in Statistics. Theory and Methods
32 Journal of Statistical Planning and Inference
20 The Annals of Applied Probability
19 Journal of Applied Probability
19 Bernoulli
17 Methodology and Computing in Applied Probability
16 The Annals of Statistics
14 Advances in Applied Probability
14 Insurance Mathematics & Economics
13 Statistics
13 Journal of Theoretical Probability
12 Test
11 Journal of Mathematical Analysis and Applications
11 Lithuanian Mathematical Journal
11 Computational Statistics and Data Analysis
9 Metrika
9 Queueing Systems
8 Stochastic Models
8 Electronic Journal of Statistics
7 Theory of Probability and its Applications
7 Annals of the Institute of Statistical Mathematics
6 Journal of Computational and Applied Mathematics
6 Journal of Econometrics
6 Journal of Statistical Computation and Simulation
6 Scandinavian Actuarial Journal
6 Stochastics
6 Journal of Statistical Theory and Practice
6 Dependence Modeling
5 Journal of the American Statistical Association
5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
5 Communications in Statistics. Simulation and Computation
5 Statistical Papers
5 Probability in the Engineering and Informational Sciences
5 The Annals of Applied Statistics
4 Mathematical Notes
4 Probability Theory and Related Fields
4 European Journal of Operational Research
4 Brazilian Journal of Probability and Statistics
4 Science China. Mathematics
3 Moscow University Mathematics Bulletin
3 The Annals of Probability
3 Applied Mathematics and Computation
3 Journal of Soviet Mathematics
3 Kybernetika
3 Naval Research Logistics
3 Stochastic Analysis and Applications
3 Mathematical Methods of Statistics
3 Journal of Mathematical Sciences (New York)
3 Electronic Journal of Probability
3 Doklady Mathematics
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Journal of Inequalities and Applications
3 Journal of Applied Statistics
3 Econometric Theory
3 ALEA. Latin American Journal of Probability and Mathematical Statistics
3 Sankhyā. Series A
3 Statistics and Computing
2 The Canadian Journal of Statistics
2 Journal of Statistical Physics
2 Physica A
2 Scandinavian Journal of Statistics
2 Information Sciences
2 Proceedings of the American Mathematical Society
2 Statistica
2 Statistica Neerlandica
2 Transactions of the American Mathematical Society
2 Operations Research Letters
2 Journal of Time Series Analysis
2 Statistical Science
2 Annals of Operations Research
2 Random Structures & Algorithms
2 Applied Mathematics. Series B (English Edition)
2 Filomat
2 Journal of Nonparametric Statistics
2 Australian & New Zealand Journal of Statistics
2 Acta Mathematica Sinica. English Series
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Statistical Methodology
2 Journal of the Korean Statistical Society
2 AStA. Advances in Statistical Analysis
2 Journal of Probability and Statistics
2 Chilean Journal of Statistics
2 Journal of Statistical Distributions and Applications
1 Discrete Applied Mathematics
1 International Journal of Systems Science
1 Inverse Problems
1 Journal of Mathematical Biology
1 Letters in Mathematical Physics
1 Russian Mathematical Surveys
1 Advances in Mathematics
1 Applied Mathematics and Optimization
1 International Statistical Review
1 Journal of Functional Analysis
1 Journal of the London Mathematical Society. Second Series
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
...and 40 more Serials

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