The following pages link to Thomas Mikosch (Q245178):
Displaying 46 items.
- Stochastic Models with Power-Law Tails (Q2792598) (← links)
- Prediction of outstanding payments in a Poisson cluster model (Q2866287) (← links)
- A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation (Q3094480) (← links)
- Point process convergence of stochastic volatility processes with application to sample autocorrelation (Q3147830) (← links)
- On a Lower Bound in the Law of the Iterated Logarithm for Gaussian Quadratic Forms (Q3210620) (← links)
- (Q3221108) (← links)
- Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
- (Q3433265) (← links)
- (Q3481003) (← links)
- Prediction in a Poisson cluster model (Q3578669) (← links)
- Extreme Value Theory for GARCH Processes (Q3646954) (← links)
- Probabilistic Properties of Stochastic Volatility Models (Q3646957) (← links)
- Extremes of Stochastic Volatility Models (Q3646961) (← links)
- On Almost Sure Behavior of Sums of Independent B<scp>anach</scp> Space Valued Random Variables (Q3738315) (← links)
- (Q3774636) (← links)
- Iterated logarithm results for rapidly growing random walk (Q3817371) (← links)
- On the Law of the Iterated Logarithm for Quadratic Forms in Independent Gaussian Variables (Q3821357) (← links)
- (Q3952984) (← links)
- (Q3988678) (← links)
- (Q4003308) (← links)
- (Q4025269) (← links)
- Elementary Stochastic Calculus, with Finance in View (Q4236352) (← links)
- (Q4247106) (← links)
- (Q4247395) (← links)
- Stochastic Discounting, Aggregate Claims, and the Bootstrap (Q4287976) (← links)
- (Q4322402) (← links)
- (Q4343010) (← links)
- Large deviations of heavy-tailed random sums with applications in insurance and finance (Q4358581) (← links)
- Heavy-tailed modelling in insurance (Q4371856) (← links)
- (Q4407617) (← links)
- Distance covariance for stochastic processes (Q4578302) (← links)
- Delay in claim settlement and ruin probability approximations (Q4863015) (← links)
- (Q4866381) (← links)
- The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
- Aggregation of log-linear risks (Q5245625) (← links)
- General inverse problems for regular variation (Q5245627) (← links)
- How to model multivariate extremes if one must? (Q5313467) (← links)
- Scaling Limits for Cumulative Input Processes (Q5388067) (← links)
- Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021) (← links)
- Regularly varying functions (Q5900134) (← links)
- Editorial (Q5900908) (← links)
- Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607) (← links)
- Parameter estimation for a misspecified arma model with infinite variance innovations (Q6070956) (← links)
- Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
- Some variations on the extremal index (Q6174430) (← links)
- Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064) (← links)
