Conventional light microscopes have been used for centuries for the study of small length
scales down to approximately 250 nm. Images from such a microscope are typically blurred …

Abstract We propose Narrowest Significance Pursuit (NSP), a general and flexible
methodology for automatically detecting localized regions in data sequences which each …

Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They
are commonly defined as the limits of a sequence of expectations involving fractional …

The recent contribution (Dieker and Mikosch, 2015) obtained representations of max-stable
stationary Brown–Resnick process ζ Z (t), t∈ R d with spectral process Z being Gaussian …

Abstract We propose Robust Narrowest Significance Pursuit (RNSP), a methodology for
detecting localized regions in data sequences which each must contain a change-point in …

In this contribution we discuss the relation between Pickands-type constants defined for
certain Brown-Resnick stationary process $ W (t), t\in R $ as $$\mathcal {H} _W^\delta=\lim …

We consider the problem of uncertainty quantification in change point regressions, where
the signal can be piecewise polynomial of arbitrary but fixed degree. That is we seek disjoint …

This contribution establishes exact tail asymptotics of (s,t)∈EX(s,t) for a large class of
nonhomogeneous Gaussian random fields X on a bounded convex set E⊂R^2, with …

Let X (t), t ∈ RX (t), t∈ R be a stochastically continuous stationary max-stable process with
Fréchet marginals Φ _ α, α> 0 Φ α, α> 0 and set M_X (T)=\sup _ t ∈ 0, TX (t), T> 0 MX (T) …

Gumbel-type extreme value theory for arrays of discrete Gaussian random fields is studied
and applied to some classes of discretely sampled approximately locally self-similar …