Thomas Valentin Mikosch

Thomas Valentin Mikosch

Professor


  1. 2017
  2. Published

    Distance correlation for stochastic processes

    Matsui, M., Mikosch, Thomas Valentin & Samorodnitsky, G., 2017, In: Probability and Mathematical Statistics. 37, 2, p. 355-372 18 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.

    Heiny, J. & Mikosch, Thomas Valentin, 2017, In: Stochastic Processes and Their Applications. 127, 7, p. 2179-2242

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 3696