Thomas Valentin Mikosch
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-3091-6661
1 - 6 out of 6Page size: 25
- 2003
- Published
Regular variation in the mean and stable limits for Poisson shot noise
Klüppelberg, C., Mikosch, Thomas Valentin & Schärf, A., 2003, In: Bernoulli. 9, 3, p. 467-496Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Long range dependence effects and ARCH modeling
Mikosch, Thomas Valentin & Starica, C., 2003, Theory and Applications of Long-Range Dependence. Boston: Birkhäuser Verlag, p. 439-460Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Modelling dependence and tails of financial time series
Mikosch, Thomas Valentin, 2003, Extreme Values in Finance, Telecommunications and the Environment. Chapman, p. 185-286Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Non-Life Insurance Mathematics. An Introduction with Stochastic Processes
Mikosch, Thomas Valentin, 2003, Berlin: Springer. 235 p.Research output: Book/Report › Book › Research › peer-review
- Published
Stable limits of martingale transforms with application to the estimation of Garch parameters
Mikosch, Thomas Valentin & Straumann, D. Y., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-24.Research output: Working paper › Research
- Published
Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach
Straumann, D. Y. & Mikosch, Thomas Valentin, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-36.Research output: Working paper › Research
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
Published