- 2006
- Published
A Scientific Duo: Reflections on the Interplay between Mathematics and Physics
Lützen, Jesper, 2006, In: EMS Newsletter. 60, p. 23-27Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Dirichlet and the flexibility of the concept of function
Lützen, Jesper, 2006, The Way Through Science and Philosophy: Essays in Honor of Stig Andur Pedersen. Andersen, H. B., Christiansen, F. V., Jørgensen, K. F. & Hendricks, V. F. (eds.). U.K.: King's College Publications, p. 51-64Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach
Mikosch, Thomas Valentin & Straumann, D., 2006, In: Annals of Statistics. 34, p. 2449--2495 46 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Activity rates with very heavy tails
Mikosch, Thomas Valentin & Resnik, S., 2006, In: Stochastic Processes and Their Applications. 116, 2, p. 131-155Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Copulas: tales and facts. Discussion paper with a rejoinder.
Mikosch, Thomas Valentin, 2006, In: Extremes. 9, p. 3-20,55-62 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Regularly varying functions.
Mikosch, Thomas Valentin & Jessen, A. H., 2006, In: Publications de l'Institut Mathématique (Beograd). 80(94), p. 171-192 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Scaling Limits for Workload Process
Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-31.Research output: Working paper › Research
- Published
Stable limits of martingale transforms with application to the estimation of GARCH parameters
Mikosch, Thomas Valentin & Straumann, D. Y., 2006, In: Annals of Statistics. 34, 1, p. 493-522Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Tail Probabilities for Regression Estimators
Mikosch, Thomas Valentin & Vries, C. G. D., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 32.Research output: Working paper › Research
- Published
Static Hedging and Model Risk for Barrier Options
Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Futures Markets. 26, 5, p. 449-463Research output: Contribution to journal › Journal article › Research › peer-review
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An explorative analysis of ERCC1-19q13 copy number aberrations in a chemonaive stage III colorectal cancer cohort
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Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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