Thomas Mikosch

Publication Activity (10 Years)

Years Active: 1994-2014
Publications (10 Years): 0

Top Topics

Fractional Brownian Motion

Inverse Problems

Polynomial Equations

Stochastic Process

Top Venues

J. Appl. Probab.

Publications

Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch
Aggregation of log-linear risks. J. Appl. Probab. 51 (A) (2014)
Ewa Damek, Thomas Mikosch, Jan Rosinski, Gennady Samorodnitsky
General inverse problems for regular variation. J. Appl. Probab. 51 (A) (2014)
Thomas Mikosch, Gennady Samorodnitsky, Laleh Tafakori
Fractional Moments of Solutions to Stochastic Recurrence Equations. J. Appl. Probab. 50 (4) (2013)
Thomas Mikosch, Gennady Samorodnitsky
Scaling Limits for Cumulative Input Processes. Math. Oper. Res. 32 (4) (2007)
Gilles Faÿ, Bárbara González-Arévalo, Thomas Mikosch, Gennady Samorodnitsky
Modeling teletraffic arrivals by a Poisson cluster process. Queueing Syst. Theory Appl. 54 (2) (2006)
Thomas Mikosch, David Vere-Jones, Qiang Wang
A bootstrap approach to estimating fractal dimensions. ICASSP (6) (1994)