Department of Mathematical Sciences

 

 
  1. Published

    Is network traffic approximated by stable Lévy motion or fractional Brownian Motion?

    Mikosch, Thomas Valentin, Resnick, S., Rootzén, H. & Stegeman, A., 2002, In: Annals of Applied Probability. 12, 1, p. 23-68

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution

    Mikosch, Thomas Valentin & Rackauskas, A., 2010, In: Bernoulli. 16, 4, p. 1016-1038 23 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Prediction in a Poisson cluster model

    Mikosch, Thomas Valentin & Matsui, M., 2010, In: Journal of Applied Probability. 47, p. 350-366

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Weak convergence of the function-indexed integrated periodogram for infinite variance processes

    Mikosch, Thomas Valentin, Can, S. U. & Samorodnitsky, G., 2009, 21 p.

    Research output: Working paperResearch

  5. Published

    Probabilistic properties of stochastic volatility models

    Mikosch, Thomas Valentin & Davis, R. A., 2009, Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J-P. & Mikosch, T. (eds.). Berlin, Heidelberg: Springer, p. 255-268

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

  6. 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

  7. Published
  8. Published

    Scaling Limits for Workload Process

    Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-31.

    Research output: Working paperResearch

  9. Published

    Gumbel and Frechet convergence of the maxima of independent random walks

    Mikosch, Thomas Valentin & Yslas Altamirano, J., 2020, In: Advances in Applied Probability. 52, 1, p. 213-236

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. 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

  11. Published

    Quasitraces, Tracial States, and Kaplansky’s Conjecture

    Milhøj, Henning Olai, 2022, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 71 p.

    Research output: Book/ReportPh.D. thesisResearch

  12. Published

    A finite-state continuous-time approach for inferring regional migration and mortality rates from archival tagging and conventional tag-recovery experiments

    Miller, T. J. & Andersen, Per Kragh, 2008, In: Biometrics. 64, 4, p. 1196-1206 10 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Effect of electroconvulsive therapy on neural response to affective pictures: A randomized, sham-controlled fMRI study

    Miskowiak, Kamilla, Macoveanu, J., Jørgensen, M. B., Ott, C. V., Støttrup, M. M., Jensen, H. M., Jørgensen, Anders, Harmer, C. J., Paulson, Olaf B., Siebner, Hartwig Roman & Kessing, Lars Vedel, Aug 2018, In: European Neuropsychopharmacology. 28, 8, p. 915-924 10 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    Multiple Hypothesis Testing and Causal Discovery

    Mogensen, Phillip Bredahl, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  15. Published

    Markov equivalence of marginalized local independence graphs

    Mogensen, S. W. & Hansen, Niels Richard, Feb 2020, In: Annals of Statistics. 48, 1, p. 539-559

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Survival prognosis and variable selection: A case study for metastatic castrate resistant prostate cancer patients

    Mogensen, S. W., Petersen, Anne Helby, Buchardt, A. & Hansen, Niels Richard, 16 Nov 2016, In: F1000Research. 5, 2680.

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Graphical modeling of stochastic processes driven by correlated noise

    Mogensen, S. W. & Hansen, Niels Richard, 2022, In: Bernoulli. 28, 4, p. 3028-3050

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Causal learning for partially observed stochastic dynamical systems

    Mogensen, S. W., Malinsky, D. & Hansen, Niels Richard, 2018, 34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018. Globerson, A., Globerson, A. & Silva, R. (eds.). Association For Uncertainty in Artificial Intelligence (AUAI), Vol. 1. p. 350-360 11 p.

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

  19. Published

    Sparse Maximin Aggregation of Neuronal Activity

    Mogensen, S. W., Lund, A. & Hansen, Niels Richard, 5 Jun 2017.

    Research output: Contribution to conferencePaperResearchpeer-review

  20. Published

    Graphical modeling in dynamical systems: Structure learning and computational complexity

    Mogensen, S. W., 2020, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  21. Published

    Equivariant Homotopy Theory and K-Theory of Exact Categories with Duality

    Moi, K. J., 2014, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 47 p.

    Research output: Book/ReportPh.D. thesisResearch

  22. Published

    The Waring rank of binary binomial forms

    Moncusi, L. B. I. & Masuti, S. K., 2021, In: Pacific Journal of Mathematics. 313, 2, p. 327-342

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    An obstruction to ℓp-dimension

    Monod, N. & Petersen, H. D., 2014, In: Annales de l'Institut Fourier. 64, 4, p. 1363-1371

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Redefining the merit order of stochastic generation in forward markets

    Morales, J. M., Zugno, M., Pineda Morente, S. & Pinson, P., 1 Mar 2014, In: IEEE Transactions on Power Systems. 29, 2, p. 992-993 2 p., 6656976.

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    Electricity market clearing with improved scheduling of stochastic production

    Morales, J. M., Zugno, M., Pineda Morente, S. & Pinson, P., 16 Jun 2014, In: European Journal of Operational Research. 235, 3, p. 765-774 10 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  26. Published

    Socioeconomic position and the risk of preterm birth - a study within the Danish National Birth Cohort

    Morgen, C. S., Bjork, C., Andersen, Per Kragh, Mortensen, L. H. & Andersen, A. M. N., 2008, In: International Journal of Epidemiology. 37, 5, p. 1109-1120 11 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Tunneling effect between radial electric wells in a homogeneous magnetic field

    Morin, Léo Paul David, 2024, In: Letters in Mathematical Physics. 114, 1, 16 p., 29.

    Research output: Contribution to journalJournal articleResearchpeer-review

  28. Published

    The Borel complexity of von Neumann equivalence

    Moroz, I. & Törnquist, Asger Dag, 2021, In: Annals of Pure and Applied Logic. 172, 5, 28 p., 102913.

    Research output: Contribution to journalJournal articleResearchpeer-review

  29. Published

    Needs assessment in patients surgically treated for head and neck cancer—a randomized controlled trial

    Mortensen, A., Wessel, Irene , Rogers, S. N., Tolver, Anders & Jarden, Mary Ellen, 2022, In: Supportive Care in Cancer. 30, 5, p. 4201-4218 18 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  30. Published

    Functional logistic regression: a comparison of three methods

    Mousavi, S. N. & Sørensen, Helle, 2018, In: Journal of Statistical Computation and Simulation. 88, 2, p. 250-268

    Research output: Contribution to journalJournal articleResearchpeer-review

  31. Published

    Multinomial functional regression with wavelets and LASSO penalization

    Mousavi, S. N. & Sørensen, Helle, 2017, In: Econometrics and Statistics. 150–166

    Research output: Contribution to journalJournal articleResearchpeer-review

  32. Published

    Analysis of Functional Data with Focus on Multinomial Regression and Multilevel Data

    Mousavi, S. N., 2015, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 129 p.

    Research output: Book/ReportPh.D. thesisResearch

  33. Published

    Decomposability of linear maps under tensor powers

    Mueller-Hermes, A., 2018, In: Journal of Mathematical Physics. 59, 10, 102203 .

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    Entropy bounds for self-shrinkers with symmetries and applications

    Muhammad, A., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 82 p.

    Research output: Book/ReportPh.D. thesisResearch

  35. Published

    The diffeomorphism group of the solid closed torus and Hochschild homology

    Muller, L. & Woike, L., 2023, In: Proceedings of the American Mathematical Society. 151, 6, p. 2311-2324 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  36. Published

    Functional Data Analysis Applied in Chemometrics: With Focus on NMR Nutri-Metabolomics

    Muller, M., 2014, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 166 p.

    Research output: Book/ReportPh.D. thesisResearch

  37. Published

    Familial disease history and fur color type are associated with urinary tract disease in farmed mink (Neovison vison)

    Mundbjerg, K., Tolver, Anders, Sebbelov, I., Clausen, T., Lundfold, J. & Hammer, Anne Sofie Vedsted, 2020, In: Research in Veterinary Science. 133, p. 326-331

    Research output: Contribution to journalJournal articleResearchpeer-review

  38. Published

    Effects of strawberry resistance and genotypic diversity on aphids and their natural enemies

    Musaqaf, Nimra, Sigsgaard, L, Markussen, Bo & Stenberg, J. A., 2022, In: Biological Control. 170, 7 p., 104919.

    Research output: Contribution to journalJournal articleResearchpeer-review

  39. Published

    Factorizable Maps and Traces on the Universal Free Product of Matrix Algebras

    Musat, Magdalena Elena & Rørdam, Mikael, 2021, In: International Mathematics Research Notices. 2021, 23, p. 17951-17970

    Research output: Contribution to journalJournal articleResearchpeer-review

  40. Published

    Classification of hyperfinite factors up to completely bounded isomorphism of their preduals

    Musat, Magdalena Elena & Haagerup, U., 2009, In: Journal fur die Reine und Angewandte Mathematik. 630, p. 141-176 36 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  41. Published

    Non-closure of Quantum Correlation Matrices and Factorizable Channels that Require Infinite Dimensional Ancilla (With an Appendix by Narutaka Ozawa)

    Musat, Magdalena Elena & Rørdam, Mikael, 2020, In: Communications in Mathematical Physics. 375, 3, p. 1761-1776 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  42. Published

    Cellular shear stiffness reflects progression of arsenic-induced transformation during G1

    Muñoz, A., Eldridge, W. J., Jakobsen, N. M., Sørensen, Helle, Wax, A. & Costa, M., 2018, In: Carcinogenesis. 39, 2, p. 109–117 9 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  43. Published

    Point processes and martingales in risk theory (trykt på russisk)

    Møller, C. M., 1995, In: Surveys in Applied and Industrial Mathematics (på russisk). 2, 4, p. 658-674

    Research output: Contribution to journalJournal articleResearchpeer-review

  44. Published

    Martingale results in risk theory with a view to ruin probabilities and diffusions

    Møller, C. M., 1993, 16 p.

    Research output: Working paperResearch

  45. Published

    A stochastic version of Thiele's differential equation

    Møller, C. M., 1993, 16 p.

    Research output: Working paperResearch

  46. Published

    A counting process approach to stochastic interest

    Møller, C. M., 1995, In: Insurance: Mathematics and Economics. 17, 2, p. 181-192

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    The distribution of first entry time with applications to ruin probabilities

    Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 p.

    Research output: Working paperResearch

  48. Published

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1993, 17 p.

    Research output: Working paperResearch

  49. Published

    Integro-differential equations for evaluating the distribution of some jump processes

    Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 p.

    Research output: Working paperResearch

  50. Published

    Numerical Evaluation of Markov Transition Probabilities Based on the Discretized product Integral

    Møller, C. M., 1992, In: Scandinavian Actuarial Journal. 1, p. 76-87

    Research output: Contribution to journalJournal articleResearchpeer-review