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Thomas Mikosch

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2010 – 2019

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2014
[j5]
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Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch:
Aggregation of log-linear risks. J. Appl. Probab. 51(A): 203-212 (2014)
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Ewa Damek, Thomas Mikosch, Jan Rosinski, Gennady Samorodnitsky:
General inverse problems for regular variation. J. Appl. Probab. 51(A): 229-248 (2014)
2013
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Thomas Mikosch, Gennady Samorodnitsky, Laleh Tafakori:
Fractional Moments of Solutions to Stochastic Recurrence Equations. J. Appl. Probab. 50(4): 969-982 (2013)

2000 – 2009

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2007
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Thomas Mikosch, Gennady Samorodnitsky:
Scaling Limits for Cumulative Input Processes. Math. Oper. Res. 32(4): 890-918 (2007)
2006
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Gilles Faÿ, Bárbara González-Arévalo, Thomas Mikosch, Gennady Samorodnitsky:
Modeling teletraffic arrivals by a Poisson cluster process. Queueing Syst. Theory Appl. 54(2): 121-140 (2006)

1990 – 1999

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1994
[c1]
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Thomas Mikosch, David Vere-Jones, Qiang Wang:
A bootstrap approach to estimating fractal dimensions. ICASSP (6) 1994: 85-88

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