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27 June 2022
 
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Results 1 to 20 of 23 for query "Thomas Mikosch". (0.00 sec.)

[    1    2    ]   Next
1.
Precise large deviations for dependent subexponential variables
Thomas Mikosch; Igor Rodionov;
12 Sep 2020
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2.
Point process convergence for the off-diagonal entries of sample covariance matrices
Johannes Heiny; Thomas Mikosch; Jorge Yslas;
18 Feb 2020
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3.
Large sample autocovariance matrices of linear processes with heavy tails
Johannes Heiny; Thomas Mikosch;
14 Jan 2020
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4.
Gumbel and F'echet convergence of the maxima of independent random walks
Thomas Mikosch; Jorge Yslas;
9 Apr 2019
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5.
Heavy Tails for an Alternative Stochastic Perpetuity Model
Thomas Mikosch; Mohsen Rezapour; Olivier Wintenberger;
21 Mar 2017
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6.
Optimal Exact Simulation of Max-Stable and Related Random Fields
Zhipeng Liu; Jose H. Blanchet; A.B. Dieker; Thomas Mikosch;
20 Sep 2016
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7.
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case
Johannes Heiny; Thomas Mikosch;
25 Aug 2016
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8.
Applications of Distance Correlation to Time Series
Richard A. Davis; Muneya Matsui; Thomas Mikosch; Phyllis Wan;
17 Jun 2016
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9.
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series
Richard Davis; Johannes Heiny; Thomas Mikosch; Xiaolei Xie;
26 Apr 2016
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10.
The extremogram and the cross-extremogram for a bivariate GARCH(1,1) process
Muneya Matsui; Thomas Mikosch;
20 May 2015
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11.
The integrated periodogram of a dependent extremal event sequence
Thomas Mikosch; Yuwei Zhao;
13 Mar 2015
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12.
The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains
Thomas Mikosch; Olivier Wintenberger;
31 Mar 2013
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13.
Measures of serial extremal dependence and their estimation
Richard A. Davis; Thomas Mikosch; Yuwei Zhao;
26 Mar 2013
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14.
Precise large deviations for dependent regularly varying sequences
Thomas Mikosch; Olivier Wintenberger;
7 Jun 2012
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15.
The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
Thomas Mikosch; Alfredas Račkauskas;
26 Nov 2010
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16.
Weak convergence of the function-indexed integrated periodogram for infinite variance processes
Sami Umut Can; Thomas Mikosch; Gennady Samorodnitsky;
23 Nov 2010
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17.
The extremogram: A correlogram for extreme events
Richard A. Davis; Thomas Mikosch;
12 Jan 2010
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18.
Infinite variance stable limits for sums of dependent random variables
Katarzyna Bartkiewicz; Adam Jakubowski; Thomas Mikosch; Olivier Wintenberger;
15 Jun 2009
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19.
Inverse problems for regular variation of linear filters, a cancellation property for $sigma$-finite measures, and identification of stable laws
Martin Jacobsen; Thomas Mikosch; Jan Rosinski; Gennady Samorodnitsky;
4 Dec 2007
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20.
Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach
Daniel Straumann; Thomas Mikosch;
23 Feb 2007   /  Annals of Statistics 2006, Vol. 34, No. 5, 2449-2495
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