Institut for Matematiske Fag

 

 
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  1. Udgivet

    The Time to Ruin for a Class of Markov Additive Risk Processes

    Jacobsen, Martin, 2003, Københavns Universitet, s. 1-41.

    Publikation: Working paper › Forskning

  2. Udgivet

    Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

    Jacobsen, Martin & Tolver Jensen, A., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-35.

    Publikation: Working paper › Forskning

  3. Udgivet

    On intersecting geodesics: (Preprint Series, 1972/1973, no. 27, Aarhus Universiet)

    Jakobsen, Hans Plesner & Goto, M., 1973.

    Publikation: Working paper › Forskning

  4. Udgivet

    The Distribution of Various Hitting Times for a Shot Noise Process with Two-Sided Jumps

    Jensen, A. T., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-10.

    Publikation: Working paper › Forskning

  5. Udgivet

    Asymptotic Normality for Non-Stationary, Explosive GARCH

    Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, s. 1-22.

    Publikation: Working paper › Forskning

  6. Udgivet

    Linear Models Based on Observations with Unknown Scaling

    Jensen, S. T. & Madsen, J., 2004, Afdeling for Anvendt Statistik og Matematik / Københavns Universitet, s. 1-11.

    Publikation: Working paper › Forskning

  7. Udgivet

    A Note on the Law of Large Numbers for Functions of Geometrically Ergodic Time Series

    Jensen, S. T. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, s. 1-7.

    Publikation: Working paper › Forskning

  8. Udgivet

    The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion

    Jensen, S. T. & Nielsen, B., 1995, København, s. 33.

    Publikation: Working paper › Forskning

  9. Udgivet

    Non-stationary and no moments asymptotics for the ARCH model

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

    Publikation: Working paper › Forskning

  10. Udgivet

    Convexity of the set of convergence points for a sequence of Laplace transforms

    Jensen, S. T. & Nielsen, B., 1995, København, s. 4.

    Publikation: Working paper › Forskning

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