Cluster Point Processes

Thomas Mikosch
Springer, Berlin, Heidelberg 1 -41

1
2009
An Excursion to Lévy Processes

Thomas Mikosch
Springer, Berlin, Heidelberg 1 -28

2009
Models for the Claim Number Process

Thomas Mikosch
Springer, Berlin, Heidelberg 1 -64

2009
Weak Convergence of Point Processes

Thomas Mikosch
Springer, Berlin, Heidelberg 1 -41

1
2009
Linear Bayes Estimation

Thomas Mikosch
Springer, Berlin, Heidelberg 1 -14

2009
Poisson Random Measures in Collective Risk Theory

Thomas Mikosch
Springer, Berlin, Heidelberg 1 -31

2009
Ruin probability with claims modeled by a stationary ergodic stable process

Thomas Mikosch , Gennady Samorodnitsky
Annals of Probability 28 ( 4) 1814 -1851

48
2000
The Maximum of the Periodogram of a Non-Gaussian Sequence

Richard A. Davis , Thomas Mikosch
Annals of Probability 27 ( 1) 522 -536

32
1999
The maximum of the periodogram for a heavy-tailed sequence

Gennady Samorodnitsky , Sidney Resnick , Thomas Mikosch
Annals of Probability 28 ( 2) 885 -908

17
2000
Special Topics

Paul Embrechts , Claudia Klüppelberg , Thomas Mikosch , Paul Emberchts
Modelling Extremal Events 413 -550

1997
Reader Guidelines

Paul Embrechts , Claudia Klüppelberg , Thomas Mikosch , Paul Emberchts
Modelling Extremal Events 1 -19

2
1997
Risk Theory

Paul Embrechts , Claudia Klüppelberg , Thomas Mikosch , Paul Emberchts
Modelling Extremal Events 21 -57

1997
Fluctuations of Sums

Paul Embrechts , Claudia Klüppelberg , Thomas Mikosch , Paul Emberchts
Modelling Extremal Events 59 -111

1997
Fluctuations of Maxima

Paul Embrechts , Claudia Klüppelberg , Thomas Mikosch , Paul Emberchts
Modelling Extremal Events 113 -179

1
1997
An Approach to Extremes via Point Processes

Paul Embrechts , Claudia Klüppelberg , Thomas Mikosch , Paul Emberchts
Modelling Extremal Events 219 -282

1997
Statistical Methods for Extremal Events

Paul Embrechts , Claudia Klüppelberg , Thomas Mikosch , Paul Emberchts
Modelling Extremal Events 283 -370

1
1997
Fluctuations of Upper Order Statistics

Paul Embrechts , Claudia Klüppelberg , Thomas Mikosch , Paul Emberchts
Modelling Extremal Events 181 -218

1
1997
Time Series Analysis for Heavy-Tailed Processes

Paul Embrechts , Claudia Klüppelberg , Thomas Mikosch , Paul Emberchts
Modelling Extremal Events 371 -412

2
1997
15
2010
Weak convergence of the function-indexed integrated periodogram for infinite variance processes

Sami Umut Can , Thomas Mikosch , Gennady Samorodnitsky
arXiv: Statistics Theory

1
2010