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Browsing by Author Mikosch, T.
Showing results 1 to 9 of 9
| Preview | Issue Date | Title | Author(s) | | Sep-2004 | Activity Rates with Very Heavy Tails | Mikosch, T.; Resnick, S. |
| Nov-2004 | Functional large deviations for multivariate regularly varying random walks | Hult, H.; Lindskog, F.; Mikosch, T.; Samorodnitsky, G. |
| Aug-1999 | Is Network Traffic Approximated by Stable Levy Motion or Fractional Brownian Motion? | Mikosch, T.; Resnick, S.; Rootzen, H.; Stegeman, A. W. |
| Oct-1997 | The maximum of the periodogram for a heavy-tailed sequence | Mikosch, T.; Resnick, S.; Samorodnitsky, G. |
| Sep-2005 | Modeling Teletraffic Arrivals by a Poisson Cluster Process | Fay, G.; Gonzalez-Arevalo, B.; Mikosch, T.; Samorodnitsky, G. |
| Apr-1999 | Ruin probability with claims modeled by a stationary ergodic stable process | Mikosch, T.; Samorodnitsky, G. |
| Apr-2006 | Scaling Limits for Workload Process | Mikosch, T.; Samorodnitsky, G. |
| Jul-1998 | The supremum of a negative drift random walk with dependent heavy-tailed steps | Mikosch, T.; Samorodnitsky, G. |
| Mar-2000 | Tail probabilities of subadditive functionals acting on Levy processes | Braverman, M.; Mikosch, T.; Samorodnitsky, G. |
Showing results 1 to 9 of 9
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