Department of Mathematical Sciences

 

 
  1. 2004
  2. 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

  3. Published

    Martingales

    Schmidli, H., 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 2 (E-N). p. 1096-1101

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

  4. Published

    Mathematical models in finance

    Mikosch, Thomas Valentin & Embrechts, P., 2004, Encyclopedia of Life Support Systems (EOLSS): Developed under the Auspices of the UNESCO, EOLSS Publishers, Oxford, UK [www.eolss.net]. EOLSS Publishers, Oxford, UK, 16 p.

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

  5. Published

    Matrix Chain Models and Kac-Moody Algebras

    Jakobsen, Hans Plesner & Lee, C. H., 2004, Matrix Chain Models and Kac-Moody Algebras. Providence, R.I., USA: American Mathematical Society, Vol. 343. p. 147-165

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

  6. Published

    Matrix Chain Models and their q-derformations

    Jakobsen, Hans Plesner, 2004, Matrix Chain Models and their q-deformations. Singapore: World Scientific, p. 377-391

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

  7. Published

    Matsumoto K-groups associated to certain shift spaces

    Carlsen, T. M. & Eilers, Søren, 2004, In: Documenta Mathematica. 9, p. 639-671

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Metrics on group C*-algebras and a non-commutative Arzelà-Ascoli Theorem

    Antonescu, C. & Christensen, Erik, 2004, In: Journal of Functional Analysis. 214, p. 247-259

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Modular symbols have a normal distribution

    Risager, Morten S. & Petridis, Y. N., 2004, In: Geometric and Functional Analysis. 14, 5, p. 1013-1043 30 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    More on testing exact rational expectations in vector autoregressive models: Restricted constant and linear term

    Johansen, Søren & Swensen, A. R., 2004, In: Econometrics Journal. 7, p. 389-397

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects

    Mikosch, Thomas Valentin & Starica, C., 2004, In: Review of Economics and Statistics. 86, p. 378--390

    Research output: Contribution to journalJournal articleResearchpeer-review