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Browsing by Author Mikosch, Thomas
Showing results 1 to 5 of 5
| Preview | Issue Date | Title | Author(s) | | 13-Mar-2012 | Fractional moments of solutions to stochastic recurrence equations | Mikosch, Thomas; Samorodnitsky, Gennady; Tafakori, Laleh |
| 16-Aug-2010 | A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation | Mikosch, Thomas; Pawlas, Zbynek; Samorodnitsky, Gennady |
| 16-Aug-2010 | Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets | Mikosch, Thomas; Pawlas, Zbynek; Samorodnitsky, Gennady |
| 4-Aug-2009 | Prediction of outstanding payments in a Poisson cluster model | Jessen, Anders Hedegaard; Mikosch, Thomas; Samorodnitsky, Gennady |
| 4-Aug-2009 | Weak convergence of the function-indexed integrated periodogram for infinite variance processes | Can, Sami Umut; Mikosch, Thomas; Samorodnitsky, Gennady |
Showing results 1 to 5 of 5
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