Thomas Valentin Mikosch

Thomas Valentin Mikosch

Professor

ORCID: 0000-0003-3091-6661

Publication year:
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1 - 3 out of 3Page size: 10
  1. 2008
  2. Published

    Extreme value theory for space-time processes withheavy-tailed distributions

    Mikosch, Thomas Valentin & Davis, R. A., 2008, In: Stochastic Processes and Their Applications. 118, p. 560-584 25 p.

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

  3. Published

    Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.

    Mikosch, Thomas Valentin, Jacobsen, Martin, Rosinski, J. & Samorodnitsky, G., 2008, 25 p.

    Research output: Working paper › Research

  4. Published

    Tail behavior of random products and stochastic exponentials.

    Mikosch, Thomas Valentin & Cohen, S., 2008, In: Stochastic Processes and Their Applications. 118, p. 333--345 13 p.

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

ID: 3696