Department of Mathematical Sciences

 

 
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  1. 2017
  2. Published

    Diffusion models observed at high frequency and applications in finance

    Jørgensen, E. S., 2017, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/Report › Ph.D. thesis › Research

  3. Published

    Diffusion-Type Models with Given Marginal Distribution and Autocorrelation Function / Introduction

    Sørensen, Helle, 2017, Inference, Asymptotics, and Applications: Selected Papers of Ib Michael Skovgaard, with Introductions by his Colleagues. Reid, N. & Martinussen, T. (eds.). World Scientific, p. 263-269

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

  4. Published

    Distance correlation for stochastic processes

    Matsui, M., Mikosch, Thomas Valentin & Samorodnitsky, G., 2017, In: Probability and Mathematical Statistics. 37, 2, p. 355-372 18 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Dynamical systems and algebras associated with separated graphs

    Lolk, M., 2017, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 160 p.

    Research output: Book/Report › Ph.D. thesis › Research

  6. Published

    Efficient estimation for diffusions sampled at high frequency over a fixed time interval

    Jakobsen, N. M. & Sørensen, Michael, 2017, In: Bernoulli. 23, 3, p. 1874-1910 37 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case.

    Heiny, J. & Mikosch, Thomas Valentin, 2017, In: Stochastic Processes and Their Applications. 127, 7, p. 2179-2242

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    Elements of Causal Inference: Foundations and Learning Algorithms: Foundations and Learning Algorithms

    Peters, J. M., Janzing, D. & Schölkopf, B., 2017, MIT Press. 288 p. (Adaptive Computation and Machine Learning series ).

    Research output: Book/Report › Book › Research › peer-review

  9. Published

    Elements of the cognitive universe

    Topsøe, Flemming, 2017, In: A I P Conference Proceedings Series. 1853, 1, 2 p., 040002 .

    Research output: Contribution to journal › Conference article › Research › peer-review

  10. Published

    Entropy in quantum information theory - Communication and cryptography

    Majenz, C., 2017, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/Report › Ph.D. thesis › Research

  11. Published

    Equivalences from tilting theory and commutative algebra from the adjoint functor point of view

    Celikbas, O. & Holm, Henrik Granau, 2017, In: New York Journal of Mathematics. 23, p. 1697-1721

    Research output: Contribution to journal › Journal article › Research › peer-review

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