The following pages link to Thomas Mikosch (Q245178):
Displaying 50 items.
- Book review of: A. J. McNeil et al., Quantitative risk management. Concepts, techniques and tools. Rev. ed. (Q303746) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series (Q508723) (← links)
- Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
- Heavy tails of OLS (Q528137) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
- The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
- A weak invariance principle for weighted \(U\)-statistics with varying kernels (Q689368) (← links)
- Spectral estimates and stable processes (Q689470) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- (Q804074) (redirect page) (← links)
- Functional limit theorems for random quadratic forms (Q804076) (← links)
- Rates of convergence for the estimates of the optimal transformations of variables (Q809502) (← links)
- A polynomial time algorithm to decide pairwise concurrency of transitions for 1-bounded conflict-free Petri nets (Q809611) (← links)
- Modeling teletraffic arrivals by a Poisson cluster process (Q854996) (← links)
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
- On a problem of Tandori (Q908577) (← links)
- Almost sure behavior of tail series in functional spaces (Q918564) (← links)
- Non-life insurance mathematics. An introduction with the Poisson process (Q958476) (← links)
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws (Q1009486) (← links)
- Strong laws of large numbers for fields of Banach space valued random variables (Q1071364) (← links)
- On the convergence of some random series (Q1092508) (← links)
- Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables (Q1107208) (← links)
- Limit theorems for methods of summation of independent random variables. II (Q1123471) (← links)
- Convergence of scaled random samples in \({\mathbb{R}{}}^ d\) (Q1180576) (← links)
- Strong limit theorems of empirical functionals for large exceedances of partial sums of i.i.d. variables (Q1180582) (← links)
- Strong limit theorems of empirical distributions for large segmental exceedances of partial sums of Markov variables (Q1180583) (← links)
- A bootstrap procedure for estimating the adjustment coefficients (Q1182781) (← links)
- A strong law of large numbers for ruled sums (Q1186040) (← links)
- Strong consistencies of the bootstrap moments (Q1187086) (← links)
- The law of the iterated logarithm for independent random variables with multidimensional indices (Q1196930) (← links)
- On the distribution of the surplus prior to ruin (Q1209475) (← links)
- Uniform convergence of the empirical spectral distribution function (Q1275954) (← links)
- Large deviations of heavy-tailed sums with applications in insurance (Q1294763) (← links)
- Weak invariance principles for weighted \(U\)-statistics (Q1314313) (← links)
- Optimal choice of sample fraction in extreme-value estimation (Q1321980) (← links)
- Almost sure convergence of bootstrapped means and \(U\)-statistics (Q1333117) (← links)
- Random quadratic forms and the bootstrap for \(U\)-statistics (Q1340302) (← links)
- The integrated periodogram for stable processes (Q1354493) (← links)
- (Q1373813) (redirect page) (← links)
- Complete convergence for \(\alpha\)-mixing sequence (Q1373814) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- The periodogram at the Fourier frequencies (Q1411876) (← links)
- Non-life insurance mathematics. An introduction with stochastic processes. (Q1412419) (← links)
- Regular variation in the mean and stable limits for Poisson shot noise (Q1433462) (← links)
- Stochastic integral equations without probability (Q1572826) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
