Thomas Valentin Mikosch
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions
Davis, R. A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-22.Research output: Working paper › Research
- Published
Modeling teletraffic arrivals by a Poisson cluster process
Faÿ, G., González-Arévalo2, B., Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, In: Queueing Systems. 54, 2, p. 121-140Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Regularly varying functions
Hedegaard Jessen, A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-23.Research output: Working paper › Research
- Published
Scaling Limits for Workload Process
Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-31.Research output: Working paper › Research
- Published
Regularly varying functions.
Mikosch, Thomas Valentin & Jessen, A. H., 2006, In: Publications de l'Institut Mathématique (Beograd). 80(94), p. 171-192 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Activity rates with very heavy tails
Mikosch, Thomas Valentin & Resnik, S., 2006, In: Stochastic Processes and Their Applications. 116, 2, p. 131-155Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Copulas: tales and facts. Discussion paper with a rejoinder.
Mikosch, Thomas Valentin, 2006, In: Extremes. 9, p. 3-20,55-62 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Stable limits of martingale transforms with application to the estimation of GARCH parameters
Mikosch, Thomas Valentin & Straumann, D. Y., 2006, In: Annals of Statistics. 34, 1, p. 493-522Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Tail Probabilities for Regression Estimators
Mikosch, Thomas Valentin & Vries, C. G. D., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 32.Research output: Working paper › Research
- Published
Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach
Mikosch, Thomas Valentin & Straumann, D., 2006, In: Annals of Statistics. 34, p. 2449--2495 46 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3696
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596
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General inverse problems for regular variation
Research output: Contribution to journal › Journal article › Research › peer-review
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571
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Aggregation of log-linear risks
Research output: Contribution to journal › Journal article › Research › peer-review
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208
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A Fourier analysis of extreme events
Research output: Contribution to journal › Journal article › Research › peer-review
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