Concepedia
Statistics
Publications
88
Citations
9.2K
H-Index
41
Active since
1987
Affiliations
University of Copenhagen(Current)
University of Groningen
Cornell University
Columbia University
Johannes Gutenberg University Mainz
Thomas Mikosch is an author at University of Copenhagen specializing in stochastic processes, mathematics, and probability theory.
Publications per year
1987–2022
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance.
Thomas Mikosch, Gennady Samorodnitsky, Murad S. Taqqu · Journal of the American Statistical Association · 1995 · 1.4K citations
Engineering, Mathematics, Physics +14
Weak Convergence and Empirical Processes
Thomas Mikosch, Aad van der Vaart, Jon A. Wellner · Journal of the American Statistical Association · 1997 · 775 citations
Natural Sciences, Mathematics, Stochastic Processes +10
Foundations of Modern Probability
Thomas Mikosch, Olav Kallenberg · Journal of the American Statistical Association · 1998 · 646 citations · Full text
Natural Sciences, Mathematics, Probability Theory +11
Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects
Thomas Mikosch, Cătălin Stărică · The Review of Economics and Statistics · 2004 · 539 citations
Business, Economics, Finance +13
Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
Thomas Mikosch · The Annals of Statistics · 2000 · 418 citations · Full text
Social Sciences, Economics, Finance +16
1–5 of 88