Thomas Valentin Mikosch

Thomas Valentin Mikosch

Professor

ORCID: 0000-0003-3091-6661

Publication year:
All
71 - 80 out of 103Page size: 10
Sort by: Title
  1. 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

  2. Published

    Rates in approximations to ruin probabilities for heavy-tailed distributions

    Mikosch, Thomas Valentin & Nagaev, A. V., 2001, In: Extremes. 4, p. 67-78

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. 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. 467-496

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Regular variation of GARCH processes

    Basrak, B., Davis, R. A. & Mikosch, Thomas Valentin, 2002, In: Stochastic Processes and Their Applications. 99, 1, p. 95-115

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Regularly varying functions

    Hedegaard Jessen, A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-23.

    Research output: Working paper › Research

  6. Published

    Regularly varying functions.

    Mikosch, Thomas Valentin & Jessen, A. H., 2006, In: Publications de l'Institut Mathématique (Beograd). 80(94), p. 171-192 22 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Scaling Limits for Workload Process

    Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-31.

    Research output: Working paper › Research

  8. Published

    Scaling limits for cumulative input processes

    Mikosch, Thomas Valentin & Samorodnitsky, G., 2007, In: Mathematics of Operations Research. p. 890-919 30 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Some variations on the extremal index

    Buriticá, G., Meyer, N. B., Mikosch, Thomas Valentin & Wintenberger, O., 2022, In: Zapiski Nauchnykh Seminarov POMI. 501, p. 52–77

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Stable limits for sums of dependent infinite variance random variables

    Bartkiewicz, K., Jakubowski, A., Mikosch, Thomas Valentin & Wintenberger, O., 2011, In: Probability Theory and Related Fields. 150, 3-4, p. 337-372

    Research output: Contribution to journal › Journal article › Research › peer-review

Previous 1...4 5 6 7 8 9 10 11 Next

ID: 3696