Department of Mathematical Sciences

 

 
  1. 2009
  2. Published
  3. Published

    Prediction of outstanding payments in a Poisson cluster model

    Mikosch, Thomas Valentin, Jessen, A. H. & Samorodnitsky, G., 2009, 24 p.

    Research output: Working paperResearch

  4. Published

    Weak convergence of the function-indexed integrated periodogram for infinite variance processes

    Mikosch, Thomas Valentin, Can, S. U. & Samorodnitsky, G., 2009, 21 p.

    Research output: Working paperResearch

  5. 2008
  6. Published

    A Mixing Severity Model Incorporating Three Sources of Data for Operational Risk Quantification

    Gustafsson, J. K. A., 2008, 22 p.

    Research output: Working paperResearch

  7. Published

    An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator

    Johansen, Søren & Nielsen, B., 2008, Department of Economics, University of Copenhagen, 35 p.

    Research output: Working paperResearch

  8. Published

    Cost Allocation and Convex Data Envelopment

    Hougaard, Jens Leth & Tind, J., 2008, Department of Economics, University of Copenhagen, 17 p.

    Research output: Working paperResearch

  9. Published
  10. 2007
  11. Published

    Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

    Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 p.

    Research output: Working paperResearch

  12. Published

    Non-commutative residue of projections in Boutet de Monvel's calculus

    Gaarde, A., 2007.

    Research output: Working paperResearch

  13. Published

    Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

    Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 p.

    Research output: Working paperResearch

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