Department of Mathematical Sciences

 

 
  1. Published

    Martingale estimating functions for discretely observed stochastic differential equation models

    Sørensen, Michael, 2004, International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications. Rom: Aracne editrice, p. 213-236

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

  2. Published

    On nonlinear integral equations arising in problems of optimal stopping

    Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175

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

  3. Published

    Markov Controlled Excursions, Local Alignment and Structure. From Markov Additive Processes to Biological Sequence Analysis

    Hansen, Niels Richard, 2003, Københavns Universitet: H.C.Ø.-Tryk. 140 p.

    Research output: Book/ReportPh.D. thesisResearch

  4. Published

    How to model multivariate extremes if one must?

    Mikosch, Thomas Valentin, 2005, In: Statistica Neerlandica. 59, p. 324-338

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Efficiency Evaluation with Convex Pairs

    Agrell, P. J., Bogetoft, P., Brock, M. A. & Tind, J., 2005, In: Advanced Modeling and Optimization. 7, 2, p. 211-237

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Confidence sets for continuous-time rating transition probabilities

    Hansen, Ernst, 2004, In: Journal of Banking & Finance. 28, p. 2575-2602

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Kointegration og fælles stokastiske trende

    Johansen, Søren, 2004, In: mat Matilde. 19, p. 11-13

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

    Schmidli, H. & Hald, M., 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 75-83

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2004, In: Geomorphology. 59, 1, p. 53-62

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Estimation of Proportional Covariance's in the Presence of Certain Linear Restrictions

    Jensen, S. T. & Madsen, J., 2004, In: Annals of Statistics. 32, 1, p. 219-232

    Research output: Contribution to journalJournal articleResearchpeer-review