Niels Richard Hansen

Niels Richard Hansen

Professor


  1. Published

    On Stein's unbiased risk estimate for reduced rank estimators

    Hansen, Niels Richard, 1 Apr 2018, In: Statistics and Probability Letters. 135, p. 76-82 7 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Markov Controlled Excursions, Local Alignment and Structure. From Markov Additive Processes to Biological Sequence Analysis

    Hansen, Niels Richard, 2003, Københavns Universitet: H.C.Ø.-Tryk. 140 p.

    Research output: Book/ReportPh.D. thesisResearch

  3. Published

    The maximum of a Lévy process reflected at a general barrier

    Hansen, Niels Richard, 2009, In: Stochastic Processes and Their Applications. 119, 7, p. 2336-2356 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Regression with R

    Hansen, Niels Richard, Jan 2015, H.C.Ø.-Tryk. 104 p.

    Research output: Book/ReportBookEducation

  5. Published

    Nonparametric likelihood based estimation of linear filters for point processes

    Hansen, Niels Richard, May 2015, In: Statistics and Computing. 25, 3, p. 609-618

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails

    Hansen, Niels Richard & Jensen, A. T., 2003, Københavns Universitet, p. 1-19.

    Research output: Working paper

  7. Published
  8. Published

    Local Alignment of Markov Chains

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-35.

    Research output: Working paper

  9. Published

    A note on Stochastic Context-Free Grammars, Termination and the EM-Algorithm

    Hansen, Niels Richard, 2005, Department of Mathematical Sciences / University of Copenhagen, p. 1-11.

    Research output: Working paper

  10. Published

    Bioinformatik - en statistisk disciplin

    Hansen, Niels Richard, 2004, In: mat Matilde. 19, p. 7-8 2 p.

    Research output: Contribution to journalJournal articleCommunication

  11. Published

    Causal structure learning for partially observed multivariate event processes

    Hansen, Niels Richard, Mogensen, S. W. & Malinsky, D., 2019, Foundations and new horizons for causal inference. Meinshausen, N., Peters, J., Richardson, T. & Schölkopf, B. (eds.). Mathematisches Forschungsinstitut Oberwolfach, p. 1519-1521 (Oberwolfach Reports; No. 25, Vol. 2019).

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearch

  12. Published

    Geometric ergodicity of discrete time approximations to multivariate diffusions

    Hansen, Niels Richard, 2003, In: Bernoulli. 9, 4, p. 725-743

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Local alignment of Markov chains

    Hansen, Niels Richard, 2006, In: The Annals of Applied Probability. 16, 3, p. 1262-1296

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    Lasso and probabilistic inequalities for multivariate point processes

    Hansen, Niels Richard, Reynaud-Bouret, P. & Rivoirard, V., Feb 2015, In: Bernoulli. 21, 1, p. 83-143

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Hænger antallet af Nicolas Cage film sammen med drukning?

    Hansen, Niels Richard, 23 Feb 2017

    Research output: Other contributionNet publication - Internet publicationCommunication

  16. Published

    The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails

    Hansen, Niels Richard & Jensen, A. T., 2005, In: Stochastic Processes and Their Applications. 115, 4, p. 579-591

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. 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

  18. Published

    Statistics with R

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

    Research output: Book/ReportCompendium/lecture notesEducation

  19. Published

    Asymptotics for Local Maximal Stack Scores with General Loop Penelty Function

    Hansen, Niels Richard, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-22.

    Research output: Working paper

  20. Published

    Local Stacks in a Markov Chain

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-12.

    Research output: Working paper

  21. Published

    Discussion on the paper by Peters, Bühlmann and Meinshausen: [in: Causal inference by using invariant prediction:identification and confidence intervals. - J. R. Statist. Soc. B (2016)78,Part 5, pp. 947–1012]

    Hansen, Niels Richard, 11 Oct 2016, In: Journal of the Royal Statistical Society. Series B: Methodological. 78, 5, p. 1000-1000 1 p.

    Research output: Contribution to journalComment/debateResearch

  22. Published

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2006, In: Annals of Applied Probability. 16, 1, p. 15-29

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published
  24. Published

    Asymptotics for Local Maximal Stack Scores with General Loop Penalty

    Hansen, Niels Richard, 2007, In: Advances in Applied Probability. 39, 3, p. 776-798

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2004, Afdeling for Anvendt Matematik og Statistik, p. 1-14.

    Research output: Working paper

ID: 7337