Institut for Matematiske Fag

 

 
  1. 1993
  2. Udgivet

    Testing for a Unit Root against Local Alternatives

    Atsushi, N., 1993, København, s. 38.

    Publikation: Working paperForskning

  3. Udgivet

    Thiele's differential equation by stochastic interest of diffusion type

    Norberg, R. & Møller, C. M., 1993, 16 s.

    Publikation: Working paperForskning

  4. 1992
  5. Udgivet

    A framework for consistent prediction rules based on markers

    Nielsen, J. P. & Jewell, N. P., 1992, København, 18 s.

    Publikation: Working paperForskning

  6. Udgivet

    A multiplicative bias reduction method for nonparametric regression

    Nielsen, J. P. & Linton, O., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 10 s.

    Publikation: Working paperForskning

  7. Udgivet

    A recursive procedure for calculation of some compound distributions

    Hesselager, O., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 14 s.

    Publikation: Working paperForskning

  8. Udgivet

    A transformation approach to bias correction in kernel hazard estimation

    Nielsen, J. P., 1992, København, 18 s.

    Publikation: Working paperForskning

  9. Udgivet

    Abramson's square root law formulated for kernel hazard estimation

    Nielsen, J. P., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 11 s.

    Publikation: Working paperForskning

  10. Udgivet

    Asymptotic Interence on the Moving Average Impact Matrix in Cointegrated I(1) VAR Systems

    Paruolo, P., 1992, Københavns Universitet, s. 27.

    Publikation: Working paperForskning

  11. Udgivet

    Double integrals with respect to counting process martingales and the predictability issue in survival analysis

    Nielsen, J. P., 1992, København, 17 s.

    Publikation: Working paperForskning

  12. Udgivet

    Extensions of Ohlin's lemma with applications to optimal reinsurance structures

    Hesselager, O., 1992, University of Copenhagen: Lab. of Actuarial Mathametics, 26 s.

    Publikation: Working paperForskning