T. Mikosch

Identifiers

• name variant T. Mikosch 0.60 · backfill

Papers (3)

1. A large deviations approach to limit theory for heavy-tailed time series math.ST · 2015 · author #1
2. Exact simulation of Brown-Resnick random fields at a finite number of locations math.PR · 2014 · author #2
3. Large deviations for solutions to stochastic recurrence equations under Kesten's condition math.PR · 2013 · author #3

Mentions

• 1509.00253 #1 · backfill · confidence 0.70 T. Mikosch
• 1406.5624 #2 · backfill · confidence 0.70 T. Mikosch
• 1307.6677 #3 · backfill · confidence 0.70 T. Mikosch

Frequent Coauthors

• A.B. Dieker 1 shared papers
• D. Buraczewski 1 shared papers
• E. Damek 1 shared papers
• J. Zienkiewicz 1 shared papers
• O. Wintenberger (LSTA) 1 shared papers