Extreme Value Theory for Time SeriesThomas Mikosch, Olivier Wintenberger · First published 2024Open the Tome
Oriental Approach to Jazz Improvisation; Employing Turkish Makam, Arabic Maqam & Northern Indian Raga Scales and ModesThomas Mikosch · First published 2020Open the Tome
Stochastic Models with Power-Law TailsDariusz Buraczewski, Ewa Damek, Thomas Mikosch · First published 2016Open the Tome
Handbook of Financial Time SeriesTorben Gustav Andersen, Davis, Richard A., Jens-Peter Kreiß, Thomas V. Mikosch · First published 2016Open the Tome
Modelling Extremal EventsPaul Embrechts, Claudia Klüppelberg, Thomas Mikosch · First published 2010 · Latest edition 2013Open the Tome
Non-Life Insurance MathematicsThomas Mikosch · First published 2004 · Latest edition 2009Open the Tome
Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-tailed InnovationsDimitrios G. Konstantinides, Thomas Mikosch, Aarhus Universitet. Center for Matematisk Fysik og Stokastik, Københavns Universitet. Forsikringsmatematisk Laboratorium, MaPhySto · First published 2004Open the Tome
Lévy ProcessesOle E. Barndorff-Nielsen, Thomas Mikosch, Sidney I. Resnick · First published 2001Open the Tome
Elementary stochastic calculus with finance in viewThomas Mikosch · First published 1998Open the Tome
Limit Theory for the Sample Autocorrelations and Extremes of a CARCH (1,1) ProcessThomas Mikosch, Catalin Starica · First published 1998Open the Tome
Heterologe Genexpression in filamentösen PilzenThomas Stefan Peter Mikosch · First published 1995Open the Tome
Large deviations of heavy tailed random sums with applications in insurance and financeClaudia Klüppelberg, Thomas Mikosch · First published 1995Open the Tome
