Department of Mathematical Sciences

 

 
  1. Published

     A simple estimator for discrete-time samples from affine stochastic delay differential equations

    Sørensen, Michael, 2010, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 13, p. 125-132 8 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

     C_0(X)-algebras, stability and strongly self-absorbing C*-algebras

    Hirshberg, I., Rørdam, Mikael & Winter, W., 2007, In: Mathematische Annalen. 339, p. 695-732 38 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

     Efficient estimation of transition rates between credit ratings from observations at discrete time points

    Sørensen, Michael & Bladt, M., 2009, In: Quantitative Finance. 9, p. 147 - 160 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

     Estimation for stochastic differential equations with a small diffusion coefficient

    Sørensen, Michael & Gloter, A., 2009, In: Stochastic Processes and Their Applications. 119, p. 679 - 699 21 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

     Inductive Limits of K-theoretic Complexes with Torsion Coefficients

    Eilers, Søren & Toms, A., 2008, In: Journal of K-Theory. 1, p. 145-168 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

     L2-approximation with respect to rotation invariant measures

    Berg, Christian, 1993, In: Suppl. Rend. Circ. Mat. Palermo. 33, p. 211-217

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

     Maximum likelihood estimation for integrated diffusion processes

    Sørensen, Michael & Baltazar-Larios, F., 2010, Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. Chiarella, C. & Novikov, A. (eds.). Springer Science+Business Media, p. 407-423

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

  8. Published

     On the statistics of the minimal solution of a linear Diophantine equation and uniform distribution of the real part of orbits in hyperbolic spaces.

    Risager, Morten S. & Rudnick, Z., 2009, In: Contemporary Mathematics. 484, p. 187 194 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Ækvivalente relationer mellem vinker og sider i en trekant

    Larsen, M. E. & Singmaster, D., 1993, In: Normat - Nordisk Matematisk Tidsskrift. 41, 4, p. 144-155

    Research output: Contribution to journalJournal articleResearch

  10. Published

    Über die Führer einer Klasse Heckescher Grössencharaktere

    Jensen, Chr Ulrik, 1960, In: Mathematica Scandinavica. 8, p. 81-96 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review