Thomas Valentin Mikosch
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-3091-6661
1 - 3 out of 3Page size: 10
- 2008
- Published
Extreme value theory for space-time processes withheavy-tailed distributions
Mikosch, Thomas Valentin & Davis, R. A., 2008, In: Stochastic Processes and Their Applications. 118, p. 560-584 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
- Published
Tail behavior of random products and stochastic exponentials.
Mikosch, Thomas Valentin & Cohen, S., 2008, In: Stochastic Processes and Their Applications. 118, p. 333--345 13 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3696
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599
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General inverse problems for regular variation
Research output: Contribution to journal › Journal article › Research › peer-review
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573
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Aggregation of log-linear risks
Research output: Contribution to journal › Journal article › Research › peer-review
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210
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A Fourier analysis of extreme events
Research output: Contribution to journal › Journal article › Research › peer-review
Published