Department of Mathematical Sciences

 

 
  1. 1999
  2. Published

    Weak exogeneity in I(2)VAR systems

    Rahbek, Anders & Paruolo, P., 1999, In: Journal of Econometrics. 93, p. 281-308

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Aeolian Mass Transport near the Saltation Threshold

    Rasmussen, K. R. & Sørensen, Michael, 1999, In: Earth Surface Processes and Landforms. 24, 5, p. 413-422

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Hausdorff Dimension as a New Dimension in Source Coding and Predicting

    Ryabko, B., Suzuki, J. & Topsøe, Flemming, 1999, Proceedings of the 1999 IEEE Information Theory and Communications Workshop, Kruger National Park, June, 1999. Piscataway, NJ, USA: IEEE Signal Processing Society, p. 66-68

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

  5. Published

    An Introduction to K-theory for C*-algebras

    Rørdam, M., Larsen, F. & Laustsen, N. J., 1999, An Introduction to K-theory for C*-algebras. Cambridge: Cambridge University Press, p. 250 + x

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

  6. Published

    Theory of Volatility

    Savine, A., 1999

    Research output: Other contributionNet publication - Internet publicationResearch

  7. Published

    Fourier inversion on a reductive symmetric space

    Schlichtkrull, Henrik & Ban van den, E., 1999, In: Acta Mathematica. 182, p. 25-85

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    On asymptotics of estimating functions

    Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Asymptotic optimality for stochastic control problems via diffusion approximation

    Taksar, M. I., Liptser, R. & Runggaldier, W., 1999, In: Theory of Probability and Its Applications. 4, p. 705-737

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Controlling risk exposure and dividend pay-out schemes

    Taksar, M. I. & Højgaard, B., 1999, In: Mathematical Finance. 2, p. 153-182

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    These are the differentials of order n

    Thorup, Anders & Laksov, D., 1999, In: Transactions of the American Mathematical Society. 351, p. 1293-1353

    Research output: Contribution to journalJournal articleResearchpeer-review