Thomas Valentin Mikosch
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-3091-6661
1 - 2 out of 2Page size: 50
- 2015
- Published
Exact simulation of Brown-Resnick random fields at a finite number of locations
Dieker, T. & Mikosch, Thomas Valentin, 2015, In: Extremes. 18, p. 301-314Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Integrated periodogram of a dependent extremal event sequence
Mikosch, Thomas Valentin & Zhao, Y., 2015, In: Stochastic Processes and Their Applications. 125, 8, p. 3126-3169Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3696
Most downloads
-
596
downloads
General inverse problems for regular variation
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
571
downloads
Aggregation of log-linear risks
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
208
downloads
A Fourier analysis of extreme events
Research output: Contribution to journal › Journal article › Research › peer-review
Published