Department of Mathematical Sciences

 

 
  1. 2005
  2. Published

    Moderne Økonometri

    Johansen, Søren & Juselius, Katarina, 2005, In: Samfundsøkonomen. 3, p. 4-7

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-23.

    Research output: Working paperResearch

  4. Published

    Testing Weak Exogeneity and the Order of Cointegration in the UK Money Demand Data

    Johansen, Søren, 2005, General-to-Specific Modelling, Vol II. Campos, J., Ericsson, N. & Hendry, D. (eds.). Edward Elgar Publishing, p. 589-610

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

  5. Published

    The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

    Johansen, Søren, 2005, In: Oxford Bulletin of Economics and Statistics. 67, 1, p. 93-104

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    On Time-Reversibility and Estimating Functions for Markov Processes

    Kessler, M. & Sørensen, Michael, 2005, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 8, 1, p. 95-107

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    On modular mod ell Galois representations with exceptional images

    Kiming, Ian & Verrill, H. A., 2005, In: Journal of Number Theory. 110, p. 236-266

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    The mathematics of Public Key cryptography

    Kiming, Ian, 2005, København: Niels Bohr Institutet.

    Research output: Book/ReportReportCommunication

  9. Published

    Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed

    Konstantinides, D. & Mikosch, Thomas Valentin, 2005, In: Annals of Probability. 33, p. 1992-2035

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Entropy and Law of Small Numbers

    Kontoyiannis, I. & Harremöes, P., 2005, In: IEEE Transactions on Information Theory. 51, p. 466-472

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach

    Kraft, H. & Steffensen, Mogens, 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paperResearch