( en | de | ru )

 

Disambiguation of "Mikosch, Thomas"

Author of the publication

copydeleteadd this publication to your clipboard
Extreme value theory for space-time processes with heavy-tailed distributions

, and . Stochastic Processes and their Applications, 118 (4): 560--584 (April 2008)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Thomas Mikosch

Felix Mikosch

Helmut Mikosch

Karl Mikosch

Felix Mikosch

 

Other publications of authors with the same name

Modelling extremal events: for insurance and finance, , and . Springer Science & Business Media, (2013)The sample ACF of a simple bilinear process, , and . Stochastic Processes and their Applications, 83 (1): 1--14 (Sep 1, 1999)Extreme value theory for space-time processes with heavy-tailed distributions, and . Stochastic Processes and their Applications, 118 (4): 560--584 (April 2008)Poisson limits for U-statistics, , , and . Stochastic Processes and their Applications, 99 (1): 137--157 (May 2002)Modelling extremal events, , and . British actuarial journal, 5 (2): 465--465 (1999)Whittle estimation in a heavy-tailed GARCH(1,1) model, and . Stochastic Processes and their Applications, 100 (1-2): 187--222 (00 2002)Spectral estimates and stable processes, and . Stochastic Processes and their Applications, 47 (2): 323--344 (September 1993)Book review, , , , , , and . Statistics, 25 (4): 375--382 (1994)Elementary stochastic calculus. Advanced series on statistical science & applied probability World Scientific, Singapore u.a., Reprint. edition, (2000)General inverse problems for regular variation., , , and . J. Appl. Probab., 51 (A): 229-248 (2014)