Thomas Valentin Mikosch

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Most downloads

1. 592 downloads

   Published

   General inverse problems for regular variation

   Research output: Contribution to journal › Journal article › Research › peer-review

2. 566 downloads

   Published

   Aggregation of log-linear risks

   Research output: Contribution to journal › Journal article › Research › peer-review

3. 207 downloads

   Published

   A Fourier analysis of extreme events

   Research output: Contribution to journal › Journal article › Research › peer-review

4. 146 downloads

   Published

   The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails

   Research output: Contribution to journal › Journal article › Research › peer-review

5. 144 downloads

   Published

   On logarithmically optimal exact simulation of max-stable and related random fields on a compact set

   Research output: Contribution to journal › Journal article › Research › peer-review