Thomas Valentin Mikosch

Thomas Valentin Mikosch

Professor

ORCID: 0000-0003-3091-6661

Publication year:
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1 - 4 out of 4Page size: 10
  1. 2014
  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 journal › Journal article › Research › peer-review

  3. Published

    Aggregation of log-linear risks

    Embrechts, P., Hashorva, E. & Mikosch, Thomas Valentin, 2014, In: Journal of Applied Probability. 51A, p. 203-212

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

  4. Published

    General inverse problems for regular variation

    Damek, E., Mikosch, Thomas Valentin, Rosinski, J. & Samorodnitsky, G., 2014, In: Journal of Applied Probability. 51A, p. 229-248

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

  5. Published

    The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains

    Mikosch, Thomas Valentin & Wintenberger, O., 2014, In: Probability Theory and Related Fields. 159, p. 157-196

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

ID: 3696