Department of Mathematical Sciences

 

 
  1. Published

    Statistical Inference for Partially Observed Diffusion Processes

    Jensen, A. C., 2014, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  2. Published

    Statistical Inference from Diffusion Driven Models

    Forman, Julie Lyng, 2007, Museum Tusculanum. 141 p.

    Research output: Book/ReportPh.D. thesisResearch

  3. Published

    Statistical Mechanics. Selecta of Eliott H. Lieb

    Nachtergaele, B., Solovej, Jan Philip & Yngvason, J., 2004, Springer.

    Research output: Book/ReportBookResearchpeer-review

  4. Published

    Statistical Methods for Neural Data: Cointegration Analysis of Coupled Neurons & Generalized Linear Models for Spike Train Data

    Østergaard, J., 2017, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  5. Published

    Statistical Methods for Stochastic Differential Equations

    Sørensen, Michael (ed.), Kessler, M. (ed.) & Lindner, A. (ed.), 2012, CRC Press. 507 p. (Monographs on Statistics and Applied Probability, Vol. 124).

    Research output: Book/ReportAnthologyResearchpeer-review

  6. Published

    Statistical Modelling of Operational Risk Severity Distributions with Insurance Applications

    Gustafsson, J. K. A., 2008, Museum Tusculanum. 107 p.

    Research output: Book/ReportPh.D. thesisResearch

  7. Published

    Statistical Models for Local Occurrences of RNA Structures

    Hansen, Niels Richard, 2009, In: Journal of Computational Biology. 16, 6, p. 845-858 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Statistical analysis of functional data: multivariate responses, misaligned data and local inference

    Olsen, N. A. L., 2018, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 160 p.

    Research output: Book/ReportPh.D. thesisResearch

  9. Published

    Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

    Johansen, Søren, 2002, Københavns Universitet, p. 1-27.

    Research output: Working paperResearch

  10. Published

    Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

    Johansen, Søren, 2006, In: Journal of Econometrics. 132, p. 81-115

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Statistical analysis of missing data with the help of generalized replicated models

    Kleffe, J., 1992, København, 13 p.

    Research output: Working paperResearch

  12. Published

    Statistical analysis with missing data

    Nielsen, S. F., 2002, In: Statistics in Medicine. 23, p. 1181-1182

    Research output: Contribution to journalLiterature reviewResearch

  13. Published

    Statistical and agent-based modelling of the transmissibility of different SARS-CoV-2 variants in England and impact of different interventions

    Panovska-Griffiths, J., Swallow, B., Hinch, R., Cohen, J., Rosenfeld, K., Stuart, R. M., Ferretti, L., Di Lauro, F., Wymant, C., Izzo, A., Waites, W., Viner, R., Bonell, C., Fraser, C., Klein, D. & Kerr, C. C., 2022, In: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences. 380, 2233, 20210315.

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    Statistical aspects of heterogeneous population dynamics

    Kristensen, K., 2009, Museum Tusculanum. 95 p.

    Research output: Book/ReportPh.D. thesisResearch

  15. Published

    Statistical inference for discrete-time samples from affine stochastic delay differential equations

    Küchler, U. & Sørensen, Michael, 2013, In: Bernoulli. 19, 2, p. 409 - 425

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Statistical inference for discretely observed Markov jump processes

    Bladt, M. & Sørensen, Michael, 2005, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 37, 3, p. 395-410

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Statistical mechanics of paths with curvature-dependent action

    Ambjørn, Jan, Durhuus, Bergfinnur & Jonsson, T., 21 Feb 1988, In: Journal of Physics A: Mathematical and Theoretical. 21, 4, p. 981-1000

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Statistical modelling of conidial discharge of entomophthoralean fungi using a newly discovered Pandora species

    Olsen, N. A. L., Herren, Pascal, Markussen, Bo, Jensen, Annette Bruun & Eilenberg, Jørgen, 22 May 2019, In: P L o S One. 14, 5, 19 p., e0215914.h.

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    Statistical testing under distributional shifts

    Thams, Nikolaj Theodor Birkmose, Saengkyongam, S., Pfister, Niklas Andreas & Peters, J., 2023, In: Journal of the Royal Statistical Society, Series B (Statistical Methodology). 85, 3, p. 597-663

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Statistics of bivariate von mises distributions

    Mardia, K. V. & Frellsen, J., 2012, Bayesian methods in structural bioinformatics. Hamelryck, T., Mardia, K. & Ferkinghoff-Borg, J. (eds.). Springer, p. 159-178 20 p. (Statistics for Biology and Health).

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

  21. Published

    Statistics with R

    Hansen, Niels Richard, 16 Nov 2012, H.C.Ø.-Tryk. 197 p.

    Research output: Book/ReportCompendium/lecture notesEducation

  22. Published

    Stieltjes-Pick-Bernstein-Schoenberg and their connection to complete monotonicity

    Berg, Christian, 2008, Positive Definite Functions: From Schoenberg to Space-Time Challenges. Mateu, J. & Porcu, E. (eds.). Dept. of Mathematics, University Jaume I, Castellon, Spain, p. 15-45

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

  23. Published

    Stochastic Biomathematical Models: with Applications to Neuronal Modeling

    Bachar, M. (ed.), Batzel, J. (ed.) & Ditlevsen, Susanne (ed.), 2013, Springer. 206 p. (Lecture Notes in Mathematics, Vol. 2058).

    Research output: Book/ReportAnthologyResearchpeer-review

  24. Published

    Stochastic Model. [Appendix to arrticle: Method for monitoring plasma progesterone oncentrations in pregnancy / Winkel, P., Gæde, P. and Lyngbye, J.]

    Lauritzen, Steffen, 1976, In: Clinical Chemistry. 22, 4, p. 427-428

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    Stochastic Models with Power-Laws Tails: The Equation X=AX+B

    Buraczewski, D., Damek, E. & Mikosch, Thomas Valentin, 2016, New York: Springer. 320 p. (Operations Research and Financial Engineering). (Springer Series in Operations Research and Financial Engineering).

    Research output: Book/ReportBookResearchpeer-review

  26. Published

    Stochastic Mortality in Life Insurance: Market Reserves and Mortality-Linked Insurance Contracts

    Dahl, M. H., 2004, In: Insurance: Mathematics and Economics. 35, p. 113-136

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Stochastic Mortality in Life Insurance: Market Reserves and Mortality-Linked Insurance Contracts

    Dahl, M. H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-27.

    Research output: Working paperResearch

  28. Published

    Stochastic Optimal Control of Spike Times in Single Neurons

    Iolov, A., Ditlevsen, Susanne & Longtin, A., 29 Sep 2016, Closed Loop Neuroscience. Elsevier, p. 101-111

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

  29. Published

    Stochastic analysis of the interaction between investment and insurance risks (invited discussion)

    Norberg, R., 1997, In: North American Actuarial Journal. 1, 2, p. 75-76

    Research output: Contribution to journalJournal articleResearchpeer-review

  30. Published

    Stochastic calculus in actuarial science

    Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 23 p.

    Research output: Working paperResearch

  31. Published

    Stochastic cellular automaton model of culture formation

    Klausen, F. R. & Lauritsen, A. B., 2023, In: Physical Review E. 108, 5, 11 p., 054307.

    Research output: Contribution to journalJournal articleResearchpeer-review

  32. Published

    Stochastic control for optimal new business

    Taksar, M. I. & Hipp, C., 2000, In: Insurance: Mathematics and Economics. 26, p. 185-192

    Research output: Contribution to journalJournal articleResearchpeer-review

  33. Published

    Stochastic differential equation models in biology

    Ditlevsen, Susanne, 2009, Kompendium i fysiologisk modellering. 14 p.

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

  34. Published

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1993, 17 p.

    Research output: Working paperResearch

  35. Published

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1995, In: Journal of Applied Probability. 32, 1, p. 74-89

    Research output: Contribution to journalJournal articleResearchpeer-review

  36. Published

    Stochastic differential mixed-effects models

    Picchini, U., De Gaetano, A. & Ditlevsen, Susanne, 2010, In: Scandinavian Journal of Statistics. 37, p. 67-90 24 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  37. Published

    Stochastic differential mixed-effects models (vol 37, pg 67, 2010)

    Picchini, U., De Gaetano, A. & Ditlevsen, Susanne, 2010, In: Scandinavian journal of Statistics.

    Research output: Contribution to journalJournal articleResearchpeer-review

  38. Published

    Stochastic methods in life insurance (in Russsian)

    Norberg, R., 1998, In: Obozrenie Prikladnoj i Promyshlennoj Matematiki. 5, p. 83-115

    Research output: Contribution to journalJournal articleResearchpeer-review

  39. Published

    Stochastic optimal control of single neuron spike trains

    Iolov, A., Ditlevsen, Susanne & Longtin, A., 2014, In: Journal of Neural Engineering. 11, 4, 22 p., 046004.

    Research output: Contribution to journalJournal articleResearchpeer-review

  40. Published

    Stochastic volatility for utility maximizers - A martingale approach

    Ellersgaard, S. & Tegner, M., 2018, In: International Journal of Financial Engineering. 5, 1, 1850007.

    Research output: Contribution to journalJournal articleResearchpeer-review

  41. Published

    Stochastic volatility models with possible extremal clustering

    Mikosch, Thomas Valentin & Rezapur, M., 2013, In: Bernoulli. 19, 5A, p. 1688-1713

    Research output: Contribution to journalJournal articleResearchpeer-review

  42. Published

    Stock Market Risk-Return Inference. An Unconditional non-Parametric Approach

    Mikosch, Thomas Valentin & Starica, C., 2005, Københavns Universitet: <Forlag uden navn>, p. 1-40.

    Research output: Working paperResearch

  43. Published

    Stock returns and hyperbolic distributions

    Küchler, U., Neumann, K., Sørensen, Michael & Streller, A., 1999, In: Mathematical and Computer Modelling. 29, 10-12, p. 1-15

    Research output: Contribution to journalJournal articleResearchpeer-review

  44. Published

    Strategies for Charging Electric Vehicles in the Electricity Market

    Juul, N., Pantuso, Giovanni, Iversen, J. E. B. & Boomsma, Trine Krogh, 2015, In: International Journal of Sustainable Energy Planning and Management. 7, p. 71-78

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    Stratification for smoking in case-cohort studies of genetic polymorphisms and lung cancer

    Sørensen, M., López, A. G., Andersen, Per Kragh, Vogel, U., Autrup, H., Tjønneland, A., Overvad, K. & Raaschou-Nielsen, O., 2009, In: Lung Cancer. 63, 3, p. 335-40 5 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  46. Published

    Stress scenario generation for solvency and risk management

    Christiansen, M. C., Henriksen, L. F. B., Schomacker, K. J. & Steffensen, Mogens, 2 Jul 2016, In: Scandinavian Actuarial Journal. 2016, 6, p. 502-529 28 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    Strict monotonicity, continuity, and bounds on the Kertész line for the random-cluster model on Zd

    Hansen, U. T. & Klausen, F. R., 2023, In: Journal of Mathematical Physics. 64, 1, 23 p., 013302.

    Research output: Contribution to journalJournal articleResearchpeer-review

  48. Published

    Strict quantization of coadjoint orbits

    Schmitt, P., 2021, In: Journal of Noncommutative Geometry. 15, 4, p. 1181-1249

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Strict quantizations of symplectic manifolds

    Natsume, T., Nest, Ryszard & Peter, I., 1 Oct 2003, In: Letters in Mathematical Physics. 66, 1-2, p. 73-89 17 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    String Topology for Lie Groups

    A. Hepworth, R., 2010, In: Journal of Topology. 3, 2, p. 424-442

    Research output: Contribution to journalJournal articleResearchpeer-review