Thomas Valentin Mikosch

Thomas Valentin Mikosch

Professor


  1. Published

    A characterization of multivariate regular variation

    Basrak, B., Davis, R. A. & Mikosch, Thomas Valentin, 2002, In: Annals of Applied Probability. 12, 3, p. 908-920

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    A Fourier analysis of extreme events

    Mikosch, Thomas Valentin & Zhao, Y., 2014, In: Bernoulli. 20, 2, p. 803-845

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

    Mikosch, Thomas Valentin & Straumann, D., 2006, In: Annals of Statistics. 34, p. 2449--2495 46 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

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