Department of Mathematical Sciences

 

 
  1. 2005
  2. Published

    A note on Stochastic Context-Free Grammars, Termination and the EM-Algorithm

    Hansen, Niels Richard, 2005, Department of Mathematical Sciences / University of Copenhagen, p. 1-11.

    Research output: Working paperResearch

  3. Published

    A resolvent approach to traces and zeta Laurent expansions

    Grubb, Gerd, 2005, In: Contemporary Mathematics. 366, p. 67-93

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Anisotropic Sobolev spaces and dynamical transfer operators: C8 foliations

    Baladi, V., 2005, Contemporary Mathematics: Algebraic and Topological Dynamics. Kolyada, S., Manin, Y. & Ward, T. (eds.). p. 123-136

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  5. Published

    Asymptotics of the QMLE for General ARCH(q) Models

    Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, p. 1-37.

    Research output: Working paperResearch

  6. Published

    Asymptotics of the QMLE for a Class of ARCH(q) Models

    Kristensen, D. & Rahbek, Anders, 2005, In: Econometric Theory. 21, 5, p. 946-961

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Coarsening at Random

    Nielsen, S. F., 2005, Encyclopedia of Biostatistics.. 2. ed. Wiley, p. 953-956

    Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearch

  8. Published

    Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics

    Sørensen, Michael, 2005, In: Statistical Science. 20, p. 344-346

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Confronting the Economic Model with the Data

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-13.

    Research output: Working paperResearch

  10. Published

    Contribution to the discussion of a paper by Kou, Xie and Liu

    Jacobsen, Martin & Sørensen, Michael, 2005, In: Journal of the Royal Statistic Society, Series C: Applied Statistics. 54, p. 502-503

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Contribution to the discussion of the paper "Local model uncertainty and incompletedata bias" by John Copas and Shinto Educhi

    Sørensen, Michael, 2005, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 67, p. 500-501

    Research output: Contribution to journalJournal articleResearchpeer-review