Department of Mathematical Sciences

 

 
  1. 1995
  2. Published

    The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion

    Jensen, S. T. & Nielsen, B., 1995, København, p. 33.

    Research output: Working paperResearch

  3. Published

    Diskussion of Tong, H.: A personal overview of non-linear time series analysis from a chaos perspective

    Johansen, Søren, 1995, In: Scandinavian Journal of Statistics. 22, p. 428-430

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Identifying restrictions of linear equations with applications to simultaneous equations and cointegration

    Johansen, Søren, 1995, In: Journal of Econometrics. 69, 1, p. 111-132

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Likelihood-based inference in cointegrated vector auto-regressive models

    Johansen, Søren, 1995, Great Britain: Oxford University Press. 267 p.

    Research output: Book/ReportBookResearchpeer-review

  6. Published

    Test for cointegration rank in partial systems

    Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, p. 32.

    Research output: Working paperResearch

  7. Published

    The Role of Ancillarity in Inference for Non-stationary Variables

    Johansen, Søren, 1995, In: Economic Journal. 105, 429, p. 302-320

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Automorphism and derivations of upper triangular matrix rings

    Jøndrup, Søren, 1995, In: Linear Algebra and Its Applications. 221, p. 205-218

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Ordering claim size distributions and mixed Poisson probabilities

    Kaas, R. & Hesselager, O., 1995, In: Insurance: Mathematics and Economics. 17, 2, p. 193-201

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Ordering claim size distributions and mixed Poisson probabilities

    Kaas, R. & Hesselager, O., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 12 p.

    Research output: Working paperResearch

  11. Published

    A counterexample to a conjecture concerning infinitely divisible distributions

    Kristiansen, G. K., 1995, In: Scandinavian Journal of Statistics. 77, 1, p. 139-141

    Research output: Contribution to journalJournal articleResearchpeer-review