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T

Thomas Mikosch

Sorbonne Universite

48H指数
279论文数
1.6W被引数
收录论文 8
发表时间
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Moments for self-normalized partial sums
errStochastic Processes and their Applications
IF1.2
err2025-10-01
err0
PREAI
errMatsui, Muneya; Mikosch, Thomas; Wintenberger, Olivier
err分享
err收藏
The Gaussian Central Limit Theorem for a Stationary Time Series With Infinite Variance具有无限方差的平稳时间序列的高斯中心极限定理
errJournal of Time Series Analysis
IF1
err2025-10-01
err0
PREAI
errMatsui, Muneya; Mikosch, Thomas
err分享
err收藏
Tail behavior of ACD models and consequences for likelihood-based estimation
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err0
errOAAI
errCavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; Vilandt, Frederik
err分享
err收藏
Heavy tails of OLSOLS的沉重尾巴
errJOURNAL OF ECONOMETRICS
IF4
err2013-02-01
err17
PREAI
errMikosch, Thomas; de Vries, Casper G.
err分享
err收藏
Towards estimating extremal serial dependence via the bootstrapped extremogram
errJOURNAL OF ECONOMETRICS
IF4
err2012-09-01
err46
PREAI
errDavis, Richard A.; Mikosch, Thomas; Cribben, Ivor
err分享
err收藏
Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach
errANNALS OF STATISTICS
IF3.7
err2006-10-01
err231
errOAAI
errStraumann, Daniel; Mikosch, Thomas
err分享
err收藏
Stable limits of martingale transforms with application to the estimation of Garch parameters
errANNALS OF STATISTICS
IF3.7
err2006-02-01
err44
errOAAI
errMikosch, T; Straumann, D
err分享
err收藏
Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2004-02-01
err335
PREAI
errMikosch, T; Starica, C
err分享
err收藏

研究方向

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合作学者
合作期刊
R
Richard A. Davis
H 指数: 53 · 论文数: 341
C
Casper G. de Vries
H 指数: 41 · 论文数: 185
A
Anders Rahbek
H 指数: 27 · 论文数: 139
G
Giuseppe Cavaliere
H 指数: 23 · 论文数: 169
C
Cătălin Stărică
H 指数: 19 · 论文数: 51
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