Citation: Ra. Davis et T. Mikosch, GAUSSIAN LIKELIHOOD-BASED INFERENCE FOR NON-INVERTIBLE MA(1) PROCESSES WITH S-ALPHA-S NOISE, Stochastic processes and their applications, 77(1), 1998, pp. 99-122
Citation: T. Mikosch et R. Norvaisa, UNIFORM-CONVERGENCE OF THE EMPIRICAL SPECTRAL DISTRIBUTION FUNCTION, Stochastic processes and their applications, 70(1), 1997, pp. 85-114
Citation: P. Kokoszka et T. Mikosch, THE INTEGRATED PERIODOGRAM FOR LONG-MEMORY PROCESSES WITH FINITE OR INFINITE VARIANCE, Stochastic processes and their applications, 66(1), 1997, pp. 55-78
Citation: C. Kluppelberg et T. Mikosch, LARGE DEVIATIONS OF HEAVY-TAILED RANDOM SUMS WITH APPLICATIONS IN INSURANCE AND FINANCE, Journal of Applied Probability, 34(2), 1997, pp. 293-308
Authors:
MIKOSCH T
KLEMM P
GASSEN HG
VANDENHONDEL CAMJJ
KEMME M
Citation: T. Mikosch et al., SECRETION OF ACTIVE HUMAN MUCUS PROTEINASE-INHIBITOR BY ASPERGILLUS-NIGER AFTER KEX2-LIKE PROCESSING OF A GLUCOAMYLASE-INHIBITOR FUSION PROTEIN, Journal of biotechnology, 52(2), 1996, pp. 97-106
Citation: T. Mikosch, FUNCTIONAL LIMIT-THEOREMS FOR RANDOM QUADRATIC-FORMS (VOL 37, PG 81, 1991), Stochastic processes and their applications, 59(2), 1995, pp. 353-353
Citation: T. Mikosch et Qa. Wang, A MONTE-CARLO METHOD FOR ESTIMATING THE CORRELATION EXPONENT, Journal of statistical physics, 78(3-4), 1995, pp. 799-813
Citation: C. Kluppelberg et T. Mikosch, SOME LIMIT THEORY FOR THE SELF-NORMALIZED PERIODOGRAM OF STABLE PROCESSES, Scandinavian journal of statistics, 21(4), 1994, pp. 485-491
Citation: H. Dehling et T. Mikosch, RANDOM QUADRATIC-FORMS AND THE BOOTSTRAP FOR U-STATISTICS, Journal of Multivariate Analysis, 51(2), 1994, pp. 392-413
Citation: T. Mikosch, A WEAK INVARIANCE-PRINCIPLE FOR WEIGHTED U-STATISTICS WITH VARYING KERNELS, Journal of Multivariate Analysis, 47(1), 1993, pp. 82-102