E-LIB Suche - Ergebnisse für: Mikosch, T.

1

Some Variations on the Extremal Index:

Buriticá, G. ; Meyer, N. ; Mikosch, T..
Journal of Mathematical Sciences. 273 (2023) 5 - p. 687-704 , 2023

Link: https://doi.org/10.1007/..

2

Exact simulation of Brown-Resnick random fields at a finite..:

Dieker, A. B. ; Mikosch, T.
Extremes. 18 (2015) 2 - p. 301-314 , 2015

Link: https://doi.org/10.1007/..

3

LARGE DEVIATIONS FOR SOLUTIONS TO STOCHASTIC RECURRENCE EQU..:

Buraczewski, D. ; Damek, E. ; Mikosch, T..
The Annals of Probability. 41 (2013) 4 - p. 2755-2790 , 2013

Link: https://www.jstor.org/st..

4

A tribute to Professor Kiyosi Itô:

Yor, M. ; Vares, M.E. ; Mikosch, T.
Stochastic Processes and their Applications. 120 (2010) 1 - p. 1 , 2010

Link: https://doi.org/10.1016/..

5

Large Deviations of Heavy-Tailed Random Sums with Applicati..:

Klüppelberg, C. ; Mikosch, T.
Journal of Applied Probability. 34 (1997) 2 - p. 293-308 , 1997

Link: https://www.jstor.org/st..

6

Uniform convergence of the empirical spectral distribution ..:

Mikosch, T. ; Norvaiša, R.
Stochastic Processes and their Applications. 70 (1997) 1 - p. 85-114 , 1997

Link: https://doi.org/10.1016/..

7

Heavy-tailed modelling in insurance:

Mikosch, T.
Communications in Statistics. Stochastic Models. 13 (1997) 4 - p. 799-815 , 1997

Link: https://doi.org/10.1080/..

8

The integrated periodogram for long-memory processes with f..:

Kokoszka, P. ; Mikosch, T.
Stochastic Processes and their Applications. 66 (1997) 1 - p. 55-78 , 1997

Link: https://doi.org/10.1016/..

9

Secretion of active human mucus proteinase inhibitor by Asp..:

Mikosch, T ; Klemm, P ; Gassen, H.G..
Journal of Biotechnology. 52 (1996) 2 - p. 97-106 , 1996

Link: https://doi.org/10.1016/..

10

On the Strong Law of Large Numbers for Random Quadratic For..:

Mikosch, T.
Theory of Probability & Its Applications. 40 (1996) 1 - p. 76-91 , 1996

Link: https://doi.org/10.1137/..

11

Parameter estimation for a misspecified arma model with inf..:

Klüppelberg, C. ; Mikosch, T.
Journal of Mathematical Sciences. 78 (1996) 1 - p. 60-65 , 1996

Link: https://doi.org/10.1007/..

12

Book reviews:

Mikosch, T. ; Mussmann, D. ; Stoffer, D. S...
Metrika. 42 (1995) 1 - p. 441-448 , 1995

Link: https://doi.org/10.1007/..

13

A Monte Carlo method for estimating the correlation exponen:

Mikosch, T. ; Wang, Qiang
Journal of Statistical Physics. 78 (1995) 3-4 - p. 799-813 , 1995

Link: https://doi.org/10.1007/..

14

Simulation and Chaotic Behaviour of a-Stable Stochastic Pro..:

Mikosch, T.
Metrika. 42 (1995) - p. , 1995

Link: http://www.digizeitschri..

15

Almost sure convergence of bootstrapped means and U-statist..:

Mikosch, T.
Journal of Statistical Planning and Inference. 41 (1994) 1 - p. 1-19 , 1994

Link: https://doi.org/10.1016/..