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
- 2023
- Published
Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference
Buriticá, G., Mikosch, Thomas Valentin & Wintenberger, O., 2023, In: Stochastic Processes and Their Applications. 161, p. 68-101Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Modern Extreme Value Theory at the Interface of Risk Management, Bayesian Networks and Heavy-Tailed Time Series
Embrechts, P., Klüppelberg, C. & Mikosch, Thomas Valentin, 2023, Mathematics Going Forward: Collected Mathematical Brushstrokes. Springer, p. 115-139 25 p. (Lecture Notes in Mathematics, Vol. 2313).Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- Published
Whittle estimation based on the extremal spectral density of a heavy-tailed random field
Damek, E., Mikosch, Thomas Valentin, Zhao, Y. & Zienkiewicz, J., 2023, In: Stochastic Processes and Their Applications. 155, p. 232-267Research 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