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
- 2017
- Published
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.
Heiny, J. & Mikosch, Thomas Valentin, 2017, In: Stochastic Processes and Their Applications. 127, 7, p. 2179-2242Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Distance correlation for stochastic processes
Matsui, M., Mikosch, Thomas Valentin & Samorodnitsky, G., 2017, In: Probability and Mathematical Statistics. 37, 2, p. 355-372 18 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
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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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