Thomas Valentin Mikosch
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-3091-6661
Most downloads
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601 downloadsPublished
General inverse problems for regular variation
Research output: Contribution to journal › Journal article › Research › peer-review
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575 downloadsPublished
Aggregation of log-linear risks
Research output: Contribution to journal › Journal article › Research › peer-review
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212 downloadsPublished
A Fourier analysis of extreme events
Research output: Contribution to journal › Journal article › Research › peer-review
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147 downloadsPublished
The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails
Research output: Contribution to journal › Journal article › Research › peer-review
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145 downloadsPublished
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set
Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3696
Most downloads
-
601
downloads
General inverse problems for regular variation
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
575
downloads
Aggregation of log-linear risks
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
212
downloads
A Fourier analysis of extreme events
Research output: Contribution to journal › Journal article › Research › peer-review
Published