Thomas Valentin Mikosch
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-3091-6661
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Large sample autocovariance matrices of linear processes with heavy tails
Heiny, J. & Mikosch, Thomas Valentin, 2021, In: Stochastic Processes and Their Applications. 141, p. 344-375Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Point process convergence for the off-diagonal entries of sample covariance matrices
Heiny, J., Mikosch, Thomas Valentin & Yslas, J., 2021, In: Annals of Applied Probability. 31, 2, p. 538-560Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Precise large deviations for dependent subexponential variables
Mikosch, Thomas Valentin & Rodionov, I., 2021, In: Bernoulli. 27, 2, p. 1319-1347 29 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3696
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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
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