Mikosch, Thomas.
Mikosch, Thomas, 1955-....
Mikosch, Thomas V.
Thomas Mikosch probabilist
VIAF ID: 19907310 ( Personal )
Permalink: http://viaf.org/viaf/19907310
Preferred Forms
- 200 _ | ‡a Mikosch ‡b Thomas
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- 100 1 0 ‡a Mikosch, Thomas
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- 100 1 _ ‡a Mikosch, Thomas
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- 100 1 _ ‡a Mikosch, Thomas
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- 100 1 _ ‡a Mikosch, Thomas V.
- 100 1 _ ‡a Mikosch, Thomas ‡d 1955-
- 100 1 _ ‡a Mikosch, Thomas ‡d 1955-
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- 100 1 _ ‡a Mikosch, Thomas, ‡d 1955-....
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- 100 0 _ ‡a Thomas Mikosch ‡c probabilist
4xx's: Alternate Name Forms (12)
5xx's: Related Names (1)
- 510 2 _ ‡a Københavns Universitet ‡b Department of Mathematics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Activity rates with very heavy tails | |
Apprentissage des extrêmes en grande dimension. | |
Copulas | |
Distance covariance for stochastic processes | |
Elementary stochastic calculus with finance in view | |
Empirical process techniques for dependent data | |
Extreme value theory for space-time processes with heavy-tailed distributions | |
Fainansu no tameno kakuritsu bibun hōteishiki : Burakku = shōruzu kōshiki nyūmon | |
Grenzwertsätze für zufällige quadratische Formen | |
High-dimensional Learning for Extremes | |
How to model multivariate extremes if one must? | |
Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations | |
Lévy Processes : Theory and Applications | |
Makamlar : the musical scales of Turkey | |
Modeling dependence and tails of financial time series | |
Modelling Extremal Events : for Insurance and Finance | |
New frontiers in applied probability : a Festschrift for Søren Asmussen | |
Non-life insurance mathematics : an introduction with the Poisson process | |
order of the approximation to a Wiener process by its series representation | |
Processus et indicateurs de risque en assurance non-vie et sécurité alimentaire | |
Quasi-maximum-likelihood estimation in heteroscedastic time series | |
Random quadratic forms and the bootstrap ... 1992: | |
Regular variation in the mean and stable limits for poisson shot noise | |
Regular variation of GARCH processes | |
Regularly varying functions | |
Scaling limits for workload process | |
Self-normalised and randomly centred spectral estimates | |
Some stability results for random quadratic forms | |
Songai hoken sūri | |
Springer series in operations research and financial engineering. | |
Stable limits of martingale transforms with application to the estimation of GARCH parameters | |
Statistical Modelling of Extremes in Space and Time Using Max-Stable Processes | |
Statistische Modellierung von Extremwerten in Raum und Zeit mit Hilfe von max-stabilen Prozessen | |
Stochastic models with power-law tails : the equation X=AX+B | |
Stock market risk-return inference | |
Tail probabilities of subadditive functionals acting on Levy processes | |
Tail probalities for regression estimators | |
Whittle estimation in a heavy-tailed garch(1,1) model | |
ファイナンスのための確率微分方程式 : ブラック=ショールズ公式入門 | |
損害保険数理 |