Thomas Mikosch

According to our database, Thomas Mikosch authored at least 6 papers between 1994 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2014

Aggregation of log-linear risks.

Paul Embrechts, Enkelejd Hashorva, Thomas Mikosch

J. Appl. Probab., 2014

General inverse problems for regular variation.

Ewa Damek, Thomas Mikosch, Jan Rosinski, Gennady Samorodnitsky

J. Appl. Probab., 2014

2013

Fractional Moments of Solutions to Stochastic Recurrence Equations.

Thomas Mikosch, Gennady Samorodnitsky, Laleh Tafakori

J. Appl. Probab., 2013

2007

Scaling Limits for Cumulative Input Processes.

Thomas Mikosch, Gennady Samorodnitsky

Math. Oper. Res., 2007

2006

Modeling teletraffic arrivals by a Poisson cluster process.

Gilles Faÿ, Bárbara González-Arévalo, Thomas Mikosch, Gennady Samorodnitsky

Queueing Syst. Theory Appl., 2006

1994

A bootstrap approach to estimating fractal dimensions.

Thomas Mikosch, David Vere-Jones, Qiang Wang

Proceedings of ICASSP '94: IEEE International Conference on Acoustics, 1994