The following pages link to Thomas Mikosch (Q245178):
Displaying 50 items.
- Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices (Q1639676) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Poisson limits for \(U\)-statistics. (Q1766076) (← links)
- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- The maximum of the periodogram of a non-Gaussian sequence. (Q1807185) (← links)
- The rate of convergence in the functional central limit theorem for random quadratic forms with some applications to the law of the iterated logarithm (Q1826201) (← links)
- Rates in approximations to ruin probabilities for heavy-tailed distributions (Q1848522) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170) (← links)
- Tail probabilities of subadditive functionals of Lévy processes. (Q1872382) (← links)
- A characterization of multivariate regular variation. (Q1872386) (← links)
- Is network traffic approximated by stable Lévy motion or fractional Brownian motion? (Q1872414) (← links)
- The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
- The maximum of the periodogram for a heavy-tailed sequence. (Q1872524) (← links)
- Parameter estimation for ARMA models with infinite variance innovations (Q1895361) (← links)
- Uniform local probability approximations: Improvements on Berry-Esseen (Q1897192) (← links)
- Explosive Poisson shot noise processes with applications to risk reserves (Q1903607) (← links)
- Correction to: Functional limit theorems for random quadratic forms (Q1904553) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Heavy tails for an alternative stochastic perpetuity model (Q2010493) (← links)
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
- Distance covariance for random fields (Q2145778) (← links)
- Distance covariance for discretized stochastic processes (Q2203622) (← links)
- Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
- Homogeneous mappings of regularly varying vectors (Q2240484) (← links)
- Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- On logarithmically optimal exact simulation of max-stable and related random fields on a compact set (Q2325347) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
- Exact simulation of Brown-Resnick random fields at a finite number of locations (Q2352979) (← links)
- Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717) (← links)
- The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model (Q2405222) (← links)
- Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
- Estimation of the tail index for lattice-valued sequences (Q2443884) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- Extreme value theory for space-time processes with heavy-tailed distributions (Q2476290) (← links)
- Tail behavior of random products and stochastic exponentials (Q2476883) (← links)
- Activity rates with very heavy tails (Q2490053) (← links)
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
- Functional large deviations for multivariate regularly varying random walks (Q2496504) (← links)
- A Monte Carlo method for estimating the correlation exponent (Q2499994) (← links)
- Gaussian limit fields for the integrated periodogram (Q2564698) (← links)
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
- A tribute to Professor Kiyosi Itô (Q2654156) (← links)
- (Q2712146) (← links)
