Department of Mathematical Sciences

 

 
  1. 2002
  2. Published

    Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

    Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, p. 0.

    Research output: Working paperResearch

  3. Published

    Block Symmetry in Discrete Memoryless Channels

    Pedersen, J. B. & Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE Information Theory Workshop, Bangalore. New York: IEEE Signal Processing Society, p. 131-134

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

  4. Published

    Called Too Soon by Flames Afar: Niels Henrik Abel and his Times

    Lützen, Jesper, 2002, In: Abstracts of Papers Presented to the American Mathematical Society. 49, p. 795-799

    Research output: Contribution to journalReviewResearch

  5. Published

    Cohabitation and marital status as predictors of mortality--an eight year follow-up study.

    Lund, Rikke, Due, P., Modvig, J., Holstein, B. E., Damsgaard, M. T. & Andersen, Per Kragh, 2002, In: Social Science & Medicine. 55, 4, p. 673-9 6 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Complex powers of resolvents of pseudodifferential operators

    Grubb, Gerd & Hansen, L., 2002, In: Communications in Partial Differential Equations. 27, p. 2333-2361

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Conditions au bord spectrales et formules de trace

    Grubb, Gerd, 2002, Séminaire Équations aux Dérivées Partielles 2001-2002. Palaiseau, France: Centre des Mathématiques, École Polytechnique, p. Exposé no. 14

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

  8. Published

    Convex multivariable trace functions

    Lieb, E. H. & Pedersen, G. K., 2002, In: Review in Mathematical Physics. 14, p. 1-18

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Discussion of Peter McCullagh: What is a Statistical Model

    Brøns, H., 2002, In: Annals of Statistics. 30, 5, p. 1279-1283

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Discussion of: Jansen, E.S., Statistical issues in macroeconomic modelling

    Johansen, Søren, 2002, In: Scandinavian Journal of Statistics. 29, p. 213-216

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Dynamical determinants via dynamical conjugacies for postcritically finite polynomials

    Baladi, V., Jiang, Y. & Rugh, H. H., 2002, In: Journal of Statistical Physics. 108, p. 973-993

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Empirical Process Techniques for Dependent Data

    Dehling, H. G. (ed.), Mikosch, Thomas Valentin (ed.) & Sørensen, Michael (ed.), 2002, Boston: Birkhäuser Verlag. 545 p.

    Research output: Book/ReportAnthologyResearchpeer-review

  13. Published

    Entropy, some new lower bounds

    Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE Information Theory Workshop, Bangalore. New York: IEEE Signal Processing Society, p. 196

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

  14. Published

    Equivariant evaluation on free loop spaces

    Ottosen, I. M., 2002, In: Mathematische Zeitschrift. 239, 3, p. 611-643

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Establishing Geometric Drift via the Laplace Transform of Symmetric Measures

    Hansen, Niels Richard & Hansen, Ernst, 2002, In: Statistics & Probability Letters. 60, 3, p. 289-295

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Estimation for dynamical systems with small noise from discrete observations

    Uchida, M., 2002, København, p. 1-26.

    Research output: Working paperResearch

  17. Published

    Formal deformations of symplectic Lile ALgbroids, deformations of holomorphic structures and index theorems

    Nest, Ryszard & Tsygan, B., 2002, In: Asian Journal of Mathematics. 6, 5, p. 599-633

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Generic polynomials: Constructive Aspects of the Inverse Galois Problem

    Jensen, Chr Ulrik, Ledet, A. & Yui, N., 2002, Cambridge: Cambridge University Press. (MSRI Publications, Vol. 45).

    Research output: Book/ReportBookResearchpeer-review

  19. Published

    Incentive plans for productive efficiency, innovation and learning

    Agrell, P. J., Bogetoft, P. & Tind, J., 2002, In: International Journal of Production Economics. 78, 1, p. 1-11

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Inference for Stochastic Partial Differential Equations and Chaos Decompostition of the negative binomial Process

    Markussen, Bo, 2002, H.C.Ø.-Tryk: Museum Tusculanum.

    Research output: Book/ReportPh.D. thesisResearch

  21. Published

    International Participation in Liouville's Journal de mathématiques puret et appliquées

    Lützen, Jesper, 2002, Mathemaics Unbound: The Evolution of an International Mathematical Research Community, 1800-1945.. Providence, R.I.: American Mathematical Society, p. 89-104

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

  22. Published

    Intervention Options in Life Insurance

    Steffensen, Mogens, 2002, In: Insurance: Mathematics and Economics. 31, 1, p. 71-85

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    Introduktion til Matematisk Statistik

    Hansen, Ernst, 2002, København: Afdeling for Teoretisk Statistik, K.U.,. 495 p.

    Research output: Book/ReportBookEducation

  24. 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

  25. Published

    Kompleks Funktionsteori

    Berg, Christian, 2002, Kompleks Funktionsteori. København: Universitetsbogladen, p. 156

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

  26. Published

    Køn og Magt i Akademia

    Hasse, C., Henningsen, Inge Biehl & Søndergaard, D. M., 2002, Kønsmagt under forandring. København: Hans Reitzels Forlag, p. 110-129

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

  27. Published

    Lecture notes on Banach spaces and their operators

    Laustsen, N. J., 2002, Lecutre notes on Banach spaces and their operators. Copenhagen, p. 59

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

  28. Published

    Local formula for the index of a Fourier Integral Operator

    Nest, Ryszard, Leichtman, E. & Tsygan, B., 2002, In: Journal of Differential Geometry. 59, p. 269-300

    Research output: Contribution to journalJournal articleResearchpeer-review

  29. Published

    Local linear estimate equations: Uniform consistency and rate convergence

    Nielsen, S. F., 2002, Københavns Universitet, p. 1-20.

    Research output: Working paperResearch

  30. Published

    Martingales and the Distribution of the Time to Ruin

    Jacobsen, Martin, 2002, København, p. 1-24.

    Research output: Working paperResearch

  31. Published

    Massemord eller moderne plejehjemsdrift

    Hansen, Ernst, 2002, Matematik i Perspektiv. p. 8

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

  32. Published

    Maximal ideals in the algebra of operators on certain Banach spaces

    Laustsen, N. J., 2002, In: Proceedings of the Edinburgh Mathematical Society. 45, p. 523-546

    Research output: Contribution to journalJournal articleResearchpeer-review

  33. Published

    Maximum Entropy Versus Minimum Risk and Applications to Some Classical Discrete Distributions

    Topsøe, Flemming, 2002, In: IEEE Transactions on Information Theory. 48, p. 2368-2376

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    Maximum Entropy and Applications to some classical Discrete Distributions

    Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE Information Theory Workshop, Bangalore. New York: IEEE Signal Processing Society, p. 104-107

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

  35. Published

    Modeling dependence and tails of financial time series

    Mikosch, Thomas Valentin, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-75.

    Research output: Working paperResearch

  36. Published

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2002, København, p. 1-28.

    Research output: Working paperResearch

  37. Published

    Non-stationary and no moments asymptotics for the ARCH model

    Jensen, S. T. & Rahbek, Anders, 2002, København, p. 1-6.

    Research output: Working paperResearch

  38. Published

    Numerical Solution of Boundary Value Problems in Computational Finance

    Hugger, J., 2002, Programming Languages and Systems in Computational Economics. Kluwer Law International, p. 403-409

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

  39. Published

    Om kongruenstal

    Kiming, Ian, 2002

    Research output: Book/ReportReportCommunication

  40. Published

    On Merton's problem for life insurers

    Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.

    Research output: Working paperResearch

  41. Published

    On minimizing the ruin probability by investment and reinsurance

    Schmidli, H., 2002, In: Annals of Applied Probability. 12, 3, p. 890-907

    Research output: Contribution to journalJournal articleResearchpeer-review

  42. Published

    On nonlinear integral equations arising in problems of optimal stopping

    Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175

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

  43. Published

    On the classification of nuclear C*-algebras

    Eilers, Søren & Dadarlat, M., 2002, In: Proceedings of the London Mathematical Society. 85, p. 168-210

    Research output: Contribution to journalJournal articleResearchpeer-review

  44. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, In: British Actuarial Journal. 8, p. 787-828

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-31.

    Research output: Working paperResearch

  46. Published

    Optimality and small ¿-optimality of martingale estimating functions

    Jacobsen, Martin, 2002, In: Bernoulli. 8, 5, p. 643-668

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    Option Pricing With Excel

    Honore, P. & Poulsen, Rolf, 2002, Programming languages and systems in computational economics and Finance. Boston: Kluwer Law International, Vol. 18. p. 369-402

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

  48. Published

    Pick functions related to the Gamma function

    Berg, Christian & Pedersen, H. L., 2002, In: Rocky Mountain Journal of Mathematics. 32, 2, p. 507-525

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Planning Your Own Debt

    Poulsen, Rolf & Nielsen, S., 2002, In: European Financial Management. 8, 2, p. 193-210

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    Poisson limits for U-statistics

    Dabrowski, A. R., Dehling, H. G., Mikosch, Thomas Valentin & Sharipov, O., 2002, In: Stochastic Processes and Their Applications. 99, 1, p. 137-157

    Research output: Contribution to journalJournal articleResearchpeer-review

  51. Published

    Prime pover degree representations of the double covers of the symmetric and alternating groups

    Bessenrodt, C. & Olsson, Jørn Børling, 2002, In: Journal of the London Mathematical Society. 66, 2, p. 313-324

    Research output: Contribution to journalJournal articleResearchpeer-review