- Published
Activity Rates with Very Heavy Tails
Mikosch, Thomas Valentin & Resnick, S., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-23.Research output: Working paper › Research
- Published
On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance
Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik: H.C.Ø.-Tryk, p. 1-10.Research output: Working paper › Research
- Published
Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach
Straumann, D. Y. & Mikosch, Thomas Valentin, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-36.Research output: Working paper › Research
- Published
Autoregressive Conditional Root Model: Inference and Geometric Ergodicity
Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, p. 0.Research output: Working paper › Research
- Published
Stability bounds for ruin probabilities in a Markov modulated risk model with investments
Rusaityte, D., 2002, Københavns Universitet: <Forlag uden navn>, p. 1-35.Research output: Working paper › Research
- Published
Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion
Schmidli, H., 2001, In: Insurance: Mathematics and Economics. 28, p. 13-20Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Thorvald Nicolai Thiele
Norberg, R. (ed.), Heyde, C. C. (ed.) & Seneta, E. (ed.), 2001, Springer.Research output: Book/Report › Book › Research › peer-review
- Published
On asymptotics of estimating functions
Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Early History of the Cumulants and the Gram-Charlier Series
Hald, A., 2000, In: International Statistical Review. 68, p. 137-153Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Similarity Issues in Cointegration Analysis
Rahbek, Anders & Nielsen, B., 2000, In: Oxford Bulletin of Economics and Statistics. 62, p. 5-22Research 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
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Many neighborly spheres
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Maximum likelihood estimation and natural pairwise estimating equations are identical for three sequences and a symmetric 2-state substitution model
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Quantile Regression for Longitudinal Functional Data with Application to Feed Intake of Lactating Sows
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