A bootstrap approach to estimating fractal dimensions. - Thomas Mikosch; David Vere-Jones; Qiang Wang (ICASSP (6), 1994)

Modeling teletraffic arrivals by a Poisson cluster process. - Gilles Faÿ; Bárbara González-Arévalo; Thomas Mikosch; Gennady Samorodnitsky (Queueing Syst. Theory Appl., 2006)

Scaling Limits for Cumulative Input Processes. - Thomas Mikosch; Gennady Samorodnitsky (Math. Oper. Res., 2007)

Fractional Moments of Solutions to Stochastic Recurrence Equations. - Thomas Mikosch; Gennady Samorodnitsky; Laleh Tafakori (J. Appl. Probab., 2013)

General inverse problems for regular variation. - Ewa Damek; Thomas Mikosch; Jan Rosinski; Gennady Samorodnitsky (J. Appl. Probab., 2014)

Aggregation of log-linear risks. - Paul Embrechts; Enkelejd Hashorva; Thomas Mikosch (J. Appl. Probab., 2014)