Aarhus University Seal / Aarhus Universitets segl

Research Reports 1973 - 1998

ISSN 0902-9893

* Out of print
** Not appeared

1973 - 1998

1 O. E. Barndorff-Nielsen (1972): Unimodality and exponential families.
(Comm. Statist. 1 (1973), 189-216).

* 2 O. E. Barndorff-Nielsen & G. Schou (1972): On the parametrization of autoregressive models by partial autocorrelations.
(J. Multivariate Anal. 3 (1973), 408-419).

* 3 O. E. Barndorff-Nielsen (1973): On M-ancillarity.
(Biometrika 60 (1973), 447-455).

* 4 R. Sundberg (1973): On estimation and testing for the folded normal distribution.
(Comm. Statist. 3 (1974), 55-72).

* 5 O. E. Barndorff-Nielsen and P. Blæsild (1974): S-ancillarity in exponential families.
(Sankhya A 37 (1975), 354-385).

* 6 O. E. Barndorff-Nielsen (1974): Factorization of likelihood functions or full exponential families.
(J. Roy. Statist. soc. B 38 (1976), 37-44).

* 7 J. Granfeldt Pedersen (1974): On strong unimodality of two-dimensional discrete distributions with applications to M-ancillarity.
(Scand. J. Statist. 2 (1975), 99-102).

* 8 A. Holst Andersen (1974): Multidimensional contingency tables.
(Scand. J. Statist. 1 (1974), 115-127).

* 9 J. Granfeldt Pedersen (1974): On strong unimodality and M-ancillarity with applications to contingency tabels.
(Scand. J. Statist. 2 (1975), 127-137).

* 10 M. Erlandsen (1975): On affine hypothesis in the multivariate normal families.

11 O. E. Barndorff-Nielsen, J. Hoffmann-Jørgensen and K. Pedersen (1975): On the minimal sufficiency of the likelihood function.
(Scand. J. Statist. 3 (1976), 37-38).

* 12 O. E. Barndorff-Nielsen (1975): Plausibility inference.
(J. Roy. Statist. Soc. Ser. B 38 (1976), 103-131).

13 O. E. Barndorff-Nielsen (1975): Nonformation.
(Biometrika 63 (1976), 567-571).

** 14 A. Holst Andersen: Asymptotic results for exponential families.

15 O. E. Barndorff-Nielsen (1975): Some remarks concerning Rasch's model for reading speed.

* 16 O. E. Barndorff-Nielsen and P. Blæsild (1975): Bioassays with exponential, in particular Poisson, response distribution.

17 E. B. Jensen (1977): Conditional plausibility inference in contingency tables.
(Scand. J. Statist. 5 (1978), 129-140).

18 E. B. Jensen (1977): On the asymptotic difference between the likelihood and plausibility functions in exponential families.
(Scand J. Statist. 6 (1979), 41-44).

19 M. Væth (1976): A note on the sampling distribution of the maximum likelihood estimators in a competing exponential risks model.
(Scand. Actuar. J. 2 (1977), 81-87).

20 O. E. Barndorff-Nielsen (1976): Exponentially decreasing log-size distributions.
(Proc Roy Soc. London A 353 (1977), 401-419).

21 O. E. Barndorff-Nielsen (1976): On conditional inference for deviation from Hardy-Weinberg distribution.
(Symposium on Measuring Selection in Natural Populations) Lecture Notes in Biomathematics 19 (1977), 148-157. Heidelberg: Springer-Verlag.

* 22 O. E. Barndorff-Nielsen and C. Halgreen (1976): Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions.
(Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 38 (1977), 309-312).

* 23 O. E. Barndorff-Nielsen (1976): Contribution to the discussion of D. R. Cox: "The role of significance tests".
(Scand. J. Statist. 4 (1977), 67-69).

24 P. E. Mathiasen (1977): Prediction functions.
(Scand. J. Statist. 6 (1979), 1-21).

* 25 O. E. Barndorff-Nielsen, P. Blæsild, and C. Halgreen (1977): First hitting time models for the generalized inverse Gaussian distribution.
(Stochastic Processes Appl. 7 (1978), 49-54).

26 G. Schou (1977): Estimation of the concentration parameter in von Mises-Fisher distributions.
(Biometrika 65 (1978), 369-377).

27 F. Risager (1977): Distributions of residual partial autocorrelations in autoregressive integrated moving average time series models.

* 28 F. Risager (1977): Simple correlated autoregressive processes.

* 29 O. E. Barndorff-Nielsen (1977): Hyperbolic distributions and distributions on hyperbolae.
(Scand. J. Statist. 5 (1978), 151-157).

* 30 P. Blæsild (1977): Conditioning with conic sections in the two-dimensional normal distribution.
(Ann. Statist. 7 (1979), 659-670).

* 31 P. Blæsild (1977): A Generalization of the exponential distribution to convex sets in RK.
(Scand. J. Statist. 5 (1978), 189-194).

32 O. E. Barndorff-Nielsen (1977): Contribution to the discussion of D. V. Lindley: "The Bayesian approach".
(Scand. J. Statist. 5 (1978), 15-17).
and
Contribution to the discussion of C. E. Särndal: "Design-based and model-based inference in survey sampling".
(Scand. J. Statist. 5 (1978), 48-49).

* 33 A. Holst Andersen, E. B. Jensen, and G. Schou (1978): Two-way analysis with correlated residuals.
(Internat. Statist. Rev. 49 (1981), 153-167).

34 J. G. Pedersen (1977): A note on the likelihood equation in the ABO blood group system.
(Ann. Hum. Genet. 42 (1978), 231-237).

35 C. Halgreen (1977): Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions.
(Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 47 (1979), 13-18).

* 36 M. Væth (1978): Exponential lifetesting with uniform censoring. A small-sample study.

* 37 P. Blæsild (1978): The shape of the generalized inverse Gaussian and hyperbolic distribution.
(The main results are contained in Research Report No. 68).

38 M. Væth (1978): A note on the behaviour of the occurrence/exposure rates when the survival distribution is not exponential.
(Scand. J. Statist. 6 (1979), 77-80).

* 39 O. E. Barndorff-Nielsen (1978): Comments on paper by B. Efron and D. Hinkley.
(Biometrika 65 (1978), 482-483).

40 P. Blæsild (1978): On the two-dimensional hyperbolic distribution and some related distributions; with an application to Johansen's bean data.
(Biometrika 68 (1981), 251-263).

* 41 O. E. Barndorff-Nielsen and D. R. Cox (1978): Edgeworth and saddle-point approximations with statistical applications.
(J. Roy Statist. Soc. B 41 (1979), 279-312).

42 O. E. Barndorff-Nielsen (1978): Models for non-Gaussian variation with applications to turbulence.
(Proc. Roy. Soc. London A 368 (1979), 501-520).

43 G. Schou and M. Væth (1979): A small sample study of occurrence/exposure rates for rare events.
(Scand. Actuarials J. 4 (1980), 209-225).

* 44 O. E. Barndorff-Nielsen (1978): Contribution to the discussion of F. W. Steutel: Infinite divisibility in theory and practice.
(Scand. J. Statist. 6 (1979), 64).

45 O. E. Barndorff-Nielsen (1979): Hyperbolic likelihood. (G. Kallianpur, P. R. Krishnaiah, J. K. Ghosh (eds.): Statistics and Probability: Essays in Honor of C. R. Rao (1982), 67-76, North-Holland Publishing Company).

46 B. V. Pedersen (1979): Approximating conditional distributions by the mixed Edgeworth-saddlepoint expansion.
(Biometrika 66 (1979), 597-604).

* 47 R. A. Bagnold and O. E. Barndorff-Nielsen (1979): The pattern of natural size distributions.
(Sedimentiology 27 (1980), 199-207).

48 B. Jørgensen and B. V. Pedersen (1979): Contributions to the discussion of O. E. Barndorff-Nielsen and D. R. Cox: Edgeworth and saddlepoint approximations with statistical applications.
(J. Roy. Statist. Soc. B 41 (1979), 309-310).

49 J. N. Darroch and T. P. Speed (1979): Multiplicative and additive models and interactions.
(Reduced version in Ann. Statist. 11 (1983)).

50 O. E. Barndorff-Nielsen (1979): Likelihood prediction.
(Symposia Mathematica XXV (1981), 11-24).

51 O. E. Barndorff-Nielsen, K. Dalsgaard, C. Halgreen, H. Kuhlman, J. T. Møller, and G. Schou (1980): Variation in particle size distribution over a small dune.
(Sedimentology 29 (1982), 53-65).

* 52 A. C. Atkinson (1979): The simulation of generalised inverse Gaussian, generalised hyperbolic, gamma and related random variables.
(SIAM J. Sci. Statist. comput. 3 (1982), 502-515).

* 53 O. E. Barndorff-Nielsen, P. Blæsild, and G. Schou (1979):A note on skewness and kurtosis for the hyperbolic distribution.

54 B. V. Pedersen (1979): The mixed Edgeworth-sadlepoint approximation.

55 O. E. Barndorff-Nielsen and J. N. Darroch (1980): A stochastic model for sand sorting a wind tunnel.
(Adv. Appl. Prob. 13 (1981), 282-297).

56 G. Schou (1980): Variation in particle size distribution over a small dune. A statistical analysis.

57 O. E. Barndorff-Nielsen and P. Blæsild (1980): Global maxima, and likelihood in linear models.

* 58 O. E. Barndorff-Nielsen (1980): Conditionality resolutions.
(Biometrika 67 (1980), 293-310).

59 J. L. Jensen (1980): On the hyperboloid distribution.
(Scand. J. Statist. 8 (1981), 193-206).

60 M. Væth (1980): A test for the exponential distribution with censored data.

* 61 O. E. Barndorff-Nielsen, P. Blæsild, J. L. Jensen and B. Jørgensen (1980): Exponential transformation models.
(Proc. Roy. Soc. London A 379 (1982), 41-65).

62 O. E. Barndorff-Nielsen and P. Blæsild (1980): Hyperbolic distributions.
(In S. Kotz and N. S. Johnson (eds.): Encyclopedia of Statistical Sciences 3 (1983), 700-707, Wiley, New York).

63 J. G. Pedersen (1980): On the exsistence of stimus-event relations for sensory neurons: a statistical method.
(Biol. Cybernetics 38 (1980), 201-202).

64 O. E. Barndorff-Nielsen, J. Kent, and M. Sørensen (1980): Normal variance-mean mixtures and z-distributions.
(Internat. Statist. Rev. 50 (1982), 145-159).

65 O. E. Barndorff-Nielsen (1980): The hyperbolic distribution in statistical physics.
(Scand. J. Statist. 9 (1982), 43-46).

66 B. V. Pedersen (1980): A comparison of the Efron-Hinkley ancillary and the likelihood ration ancillary in a particular example.
(Ann. Statist. 9 (1981), 1328-1333).

67 P. Blæsild and J. L. Jensen (1980): Multivariate distributions of hyperbolic type.
(In C. Taillie, G. P. Patil and B. A. Baldessari (eds.): Statistical Distributions in Scientific Work. Vol. 4 (1981), 45-66, D. Reidel Publ. Co., Dordrecht).

68 O. E. Barndorff-Nielsen and P. Blæsild (1980): Hyperbolic distriburtions and ramifications: contributions to theory and applications.
(In C. Taillie, G. P. Patil and B. A. Baldessari (eds.): Statistical Distributions in Scientific Work. Vol. 4 (1981), 19-44, D. Reidel Publ. Co., Dordrecht).

69 E. B. Jensen and H. J. G. Gundersen (1981): Stereological ratio estimation based on counts from intergral test systems.
(J. Microscopy 125 (1982), 51-66).

70 M. Væth (1981): On the use of Wald's test in exponental families.
(Internat. Statist. Rev. 53 (1985), 199-214).

71 J. L. Jensen (1981): A note on the fiducial inference for the Fisher distribution of s sphere.

72 D. Kronborg (1981): Distribution of crosscorrelations in two-dimensional time series, with application to dendrochronology.

73 M. Sørensen (1981): On maximum likelihood estimation in randomly stopped type processes.
(Internat. Statist. Rev. 51 (1983), 93-110).

74 O. E. Barndorff-Nielsen, J. L. Jensen, and M. Sørensen (1981): The relation between size and distance travelled for winddriven sand grains - results and discussion of a pilot experiment using coloured sand.
(In B. Mutlu and A. Müller (eds.): Proceedings of Euromech 156, Mechanics of Sediment Transport, Istanbul, 12-14 July 1982, 55-64. A. A. Balkema, Rotterdam).

75 O. E. Barndorff-Nielsen (1981): Contribution to the discussion of R. J. Buehler: Some ancillary statistics and their properties.
(J. Amer. statist. Assoc. 77 (1982), 590-591).

76 J. L. Boldsen and D. Kronborg (1982): The distribution of stature among Danish conscripts - 1852-56.
(Ann. Hum. Biol. 11 (1984), 555-565).

77 P. S. Eriksen (1982): (k,1) exponential transformation models.
(Scand. J. Statist. 11 (1984), 129-145).

78 M. Væth (1982): A sampling experiment leading to the full exponential family generated by the censored exponential distribution.

79 B. Eie (1982): On he Bessel process corresponding to an Ornstein-Uhlenbeck process.
(Scand. J. Statist. 10 (1983), 247-250).

80 J. L. Boldsen (1982): Cluster analysis - a means of analyzing mixed populations.
(Ozza 8 (1983), 31-41).

* 81 O. E. Barndorff-Nielsen (1982): Parametric statistical models and inference: Some aspects.
(A strongly revised and partly expanded version of the paper has appeared in Biometrika 70 (1983), 343-365, under the title "On a formula for the distribution of the maximum likelihood estimator").

82 J. L. Jensen (1982): Similar tests and confidence regions for the group parameter of an exponential transformation model.

83 J. L. Jensen (1982): A note on exact saddlepoint approximations.
(A revised version has been incorporated in Research Report 112).

84 J. L. Boldsen and M. Sørensen (1982): The usefulness of tests for multivariate normality in physical anthropology.
(Ozza 9 (1984), 13-18).

* 85 J. L. Jensen and M. Sørensen (1982): A model for saltating trajectories - evaluated by means of trap data.

86 O. E. Barndorff-Nielsen and P. Blæsild (1982): Exponential models with affine dual foliations.
(Ann. Statist. 11 (1983), 753-769).

87 O. E. Barndorff-Nielsen and P. Blæsild (1982): Reproductive exponential families.
(Ann. Statist. 11 (1983), 770-782).

88 J. Boldsen (1982): A statistical evaluation of the basis for predicting stature fom lengths of long bones in European populations.
(Amer. J. Phys. Anthropol. 65 (1989), 305-311).

89 C. Christiansen, P. Blæsild, and K. Dalsgaard (1983): Reinterpreting "segmented" grainsize curves.
(Geol. Mag. 121 (1984), 47-51).

90 H. J. G. Gundersen and E. B. Jensen (1983): Particle sizes and their distributions estimated from line- and point-sampled intercepts. Including graphical unfolding.
(J. Microsc. 131 (1983), 291-310).

* 91 J. L. Jensen (1983): Maximum likelihood estimation of the hyperbolic parameters form grouped observations.
(Computers & Geosciences 14 (1988), 389-408).

92 O. E. Barndorff-Nielsen and D. R. Cox (1983): Bartlett adjustments to the likelihood ratio statistic and the distribution of the maximum likelihood estimator.
(J. R. Statist. Soc. B 46 (1984), 483-495).

93 O. E. Barndorff-Nielsen, P. Blæsild, J. L. Jensen, and M. Sørensen (1983): The fascination of sand. With three appendices by R. A. Bagnold.
(In A. C. Atkinson and S. E. Fienberg (eds.): A Celebrations of Statistics, Centenary Volume of the ISI. Springer-Verlag, Heidelberg, 1986, pp. 57-87).

94 E. B. Jensen (1983): Random test systems and their use in the sampling of intercepts through non-convex bodies in Euclidian space.

95 E. B. Jensen (1983): On the application of statistical methods in stereology.

* 96 O. E. Barndorff-Nielsen (1983): On conditionality resolution and the likelihood ratio for curved exponential models.
(Scand. J. Statist. 11 (1984), 157-170), (Amendment: Scand. J. Statist. 12 (1985), 191).

* 97 O. E. Barndorff-Nielsen and D. R. Cox (1984): The effect of sampling rules on likelihood statistics.
(Internat. Statist. Rev. 52 (1984), 309-326).

98 E. B. Jensen, A. J. Baddeley, H. J. G. Gundersen, and R. Sundberg (1984): Recent trends in stereology.
(Internat. Statist. Rev. 53 (1985), 99-108).

* 99 E. B. Jensen (1983): A design-based proof of Wicksell's integral equation.
(J. Microsc. 136 (1984), 345-348).

100 O. E. Barndorff-Nielsen (1984): Contribution to the discussion of S. L. Lauritzen: Extreme point models in statistics.
(Scand. J. Statist. 11 (1984), 83-84).

* 101 P. S. Eriksen (1984): A note on the structure theorem for exponential transformation models.

* 102 J. Møller (1984): Bartlett adjustments for structured covariances.
(Scand. J. Statist. 13 (1984), 1-15).

103 P. S. Eriksen (1984): Existence and uniqueness of the maximum likelihood estimator in exponential transformation models.

* 104 O. E. Barndorff-Nielsen (1984): Confidence limits from $c \mid \hat{j} \mid^{1/2} \bar{L}$.
(Has appeared in Scand. Statist. 12 (1985), 83-87, under the title "Confidence limits from $c \mid \hat{j} \mid^{1/2} \bar{L}$., in the single-parameter case").

105 H. J. G. Gundersen and E. B. Jensen (1984): Stereological estimation of the mean volume of arbitrary particles observed on random sections.
(J. Microsc. 138 (1985), 127-142).

* 106 O. E. Barndorff-Nielsen (1984): Differential and integral geometry in statistical inference.
(In Differential Geometry in Statistical Inference. Lecture Notes - Monograph Series. Institute of Math. Stat. Hayward, (1987) 95-162).

107 O. E. Barndorff-Nielsen and P. Blæsild (1984): Combination of reproductive models.
(Ann. Statist. 16 (1988), 323-341).

* 108 O. E. Barndorff-Nielsen and P. Blæsild (1984): Reproductive models.
(In Encyclopedia of Statistical Sciences, Vol. 8 (1988) 86-89. New York: Wiley).

* 109 O. E. Barndorff-Nielsen (1984): Contribution to the discussion of A. P. Dawid: Statistical theory. The prequential approach.
(J. R. Statist. Soc. A 147 (1984), 290-292).

* 110 M. Sørensen (1984): Classes of diffusion-type processes with a sufficient reduction.
(Statistics 17 (1986), 585-596).

** 111 M. Sørensen (1984): On conditional inference for the Ornstein-Uhlenbeck process.

112 P. Blæsild and J. L. Jensen (1984): Saddlepoint formulas for reproductive exponential models.
(Scand. J. Statist. 12 (1985), 193-202).

113 J. L. Jensen (1984): Inference for the mean of a gamma distribution with unknown shape parameter.
(Scand. J. Statist. 13 (1986), 135-151).

114 O. E. Barndorff-Nielsen (1984): Tests and confidence limits for interest parameters in exponential models.

115 E. B. Jensen and R. Sundberg (1984): Statistical models for stereological inference about spatial structures: On the applicability of best linear unbiased estimators in stereology.
(Biometrics 42 (1986), 735-751).

116 P. S. Eriksen (1984): Proportionality of covariance matrices.
(Ann. Statist. 15 (1987), 732-748).

117 P. S. Eriksen (1984): Testing proportionality of two multivariate normal distributions.

* 118 O. E. Barndorff-Nielsen and P. E. Jupp (1984): Differential geometry, profile likelihood and L-sufficiency.
(Ann. Statist. 16 (1988), 1009-1043).

119 N. T. Andersen (1984): A central limit theorem for non-separable valued functions.

120 O. E. Barndorff-Nielsen and P. Blæsild (1984): Necessary conditions for reproductivity of combinations of reproductive exponential models.

121 O. E. Barndorff-Nielsen (1985): Properties of modified profile likelihood.
(In J. Lanke and G. Lindgren (eds.): Contributions to Properbility and Statistics i Honour of Gunnar Blom. Lund, 1985, 25-38).

* 122 O. E. Barndorff-Nielsen and P. E. Jupp (1985): Profile likelihood, marginal likelihood and differential geometry of composite transformation models.
(Ann. Statist. 16 (1988), 1009-1043).

123 J. L. Jensen (1984): Asymptotic expansions in the pure birth process.
(Scand. J. Statist. 14 (1987), 305-318).

124 N. T. Andersen and V. Dobric (1984): The central limit theorem for stochastic processes.

125 J. L. Jensen, K. R. Rasmussen, M. Sørensen, and B. B. Willetts (1985): The Hanstholm experiment 1982. Sand grain saltation on a beach.

126 O. E. Barndorff-Nielsen (1985): Inference on full or partial parameters, based on the standardized signed log likelihood ratio.
(Biometrika 73 (1986), 307-322).

* 127 O. E. Barndorff-Nielsen (1985): Likelihood and observed geometries.
(Ann. Statist. 14 (1986), 856-873).

128 J. L. Boldsen (1985): Geographical distribution of selected surnames in Jutland.

129 J. Møller (1985): On the accuracy of the chi-squared approximation of the Bartlett adjusted log likelihood ratio statistics for three testing problems.

* 130 M. Sørensen (1985): On sequential maximum likelihood estimation for exponential families of stochastic processes.
(Internat. Statist. Rev. 54 (1986), 191-210).

131 J. L. Jensen and M. Sørensen (1985): Estimation of some aeolian saltation transport parameters: A reanalysis of Williams' data.
(Sedimentology 33 (1986), 547-558).

** 132 O. E. Barndorff-Nielsen (1985): Mixed log model derivatives, cumulants of log likelihood derivatives and asymptotic expansions.

133 N. T. Andersen and V. Dobric (1985): The central limit theorem for stochastic processes II.

134 J. L. Jensen (1985): Similar tests and the standardized log likelihood ratio statistic.
(Biometrika 73 (1986), 567-572).

135 E. B. Jensen and J. Møller (1985): Stereological versions of integral geometric formulae for n-dimensional ellipsoids.
(J. Appl. Prob. 23 (1986), 1031-1037).

136 J. L. Jensen (1985): Standardized log likelihood ratio statistics for mixtures of discrete and continuous observations.
(Ann. Statist. 15 (1987), 314-324).

* 137 E. B. Jensen (1985): Design- and model-based stereological analysis of arbitrarily shaped particles.
(Scand. J. Statist. 14 (1987), 161-180).

* 138 J. Møller (1985): A simple derivation of a formula of Blaschke and Petkantschin.

** 139 O. E. Barndorff-Nielsen and P. Blæsild: Bartlett adjustments.

140 O. E. Barndorff-Nielsen, J. L. Jensen, H. L. Nielsen, K. Rømer Rasmussen, and M. Sørensen (1988): Sand transport studies in a wind tunnel using radioactive grains. Report on a pilot experiment.

141 M. Sørensen (1988): Radioactive tracer studies of grain progress in aeolian sand transport. A statistical analysis.

142 O. E. Barndorff-Nielsen (1986): Strings, tensorial combinants, and Bartlett adjustments.
(Proc. Roy. Soc. London A 406 (1986), 127-137).

143 O. E. Barndorff-Nielsen and P. Blæsild (1986): A note on the calculation of Bartlett adjustments.
(J. Roy. Stat. Soc. B 48 (1986), 353-358).

144 O. E. Barndorff-Nielsen (1986): Sand, wind and statistics: some recent investigations.
(Acta Mech. 64 (1986), 1-18).

145 O. E. Barndorff-Nielsen, J. L. Jensen, and M. Sørensen (1988): Wind shear and hyperbolic distributions.
(Boundary-Layer Mateorology 46 (1989), 417-431).

* 146 O. E. Barndorff-Nielsen and P. Blæsild (1986): Strings: Mathematical theory and statistical examples.
(Proc. R. Soc. London A 411 (1987), 155-176).

* 147 J. L. Jensen (1986): Uniform saddlepoint approximations.
(Adv. Appl. Prob. 20 (1988), 622-634).

148 J. L. Jensen (1986): Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete.
(Prob. Th. Rel. Fields 81 (1989), 507-519).

149 O. E. Barndorff-Nielsen and C. Christiansen (1986): Erosion, deposition and size distributions of sand.
(Proc. R. Soc. London A 417 (1988), 335-352).

150 J. Møller (1986): Stereological analysis of particles of varying ellipsoidal shape.
(J. Appl. Prob. 25 (1988), 322-335).

151 O. E. Barndorff-Nielsen (1986): Invited contribution to the discussion of D. R. Cox and N. Reid: Parameter orthogonality and approximate conditional inference.
(J. Roy. Stat. Soc. B 49 (1987), 18-20).

152 O. E. Barndorff-Nielsen and P. Blæsild (1986): Derivative strings: contravariant aspect.
(Proc. R. Soc. London A 411 (1987), 421-444).

153 O. E. Barndorff-Nielsen (1986): Likelihood, ancillarity and strings.
(In Proceedings of the 1st World Congress of the Bernoulli Society for Mathematical Statistics and Probability, Vol. 2 (1987), 205-213).

* 154 E. B. Jensen and H. J. G. Gundersen (1986): Invited contribution to Memorial Volume of Acta Stereologica: The corpuscle problem: reevaluation using the disector.
(Acta Stereol. 6 Suppl. II (1987), 105-122).

155 O. E. Barndorff-Nielsen, P. Blæsild and M. Mora (1988): Generalized higher order differentiation.
(Acta Appl. Math. 16 (1989), 243-259).

156 O. E. Barndorff-Nielsen (1987): Differential geometry and statistics: Some mathematical aspects.
(Indian J. Math. 29 (1987), 335-350).

157 O. E. Barndorff-Nielsen and P. Blæsild (1987): Coordinatefree definition of structurally symmetric derivative strings.
(Adv. Appl. Math. 9 (1988), 1-6).

* 158 U. Küchler and M. Sørensen (1987): Exponential families of stochastic processes: A unifying semimartingale approach.
(Internat. Statist. Rev. 57 (1989), 123-144).

159 M. Sørensen (1988): Likelihood methods for diffusions with jumps.
(In N. U. Pabhu and I. V. Basawa (eds.): Statistical Inference in Stochastic Processes, Marcel Dekker, New York (1991), 67-105).

* 160 P. Blæsild (1987): Further analogies between expected and observed geometries of statistical models.

** 161 O. E. Barndorff-Nielsen and P. E. Jupp: Approximating exponential models.
(Ann. Inst. Stat. Math. 41 (1989), 247-267).

162 O. E. Barndorff-Nielsen and M. Sørensen (1989): Asymptotic likelihood theory for stochastic processes. A review.
(Internat. Statist. Rev. 62 (1994), 133-165).

163 J. Møller (1987): On the rate of convergence of spatial birth-and-death processes.
(Ann. Inst. Stat. Math. 41 (1989), 565-581).

164 O. E. Barndorff-Nielsen (1988): Comments on paper by N. Reid: "Saddlepoint methods and statistical inference".
(Statist. Sci. 3 (1988), 213-238).

* 165 O. E. Barndorff-Nielsen (1988): On some differential geometric concepts of relevance to statistics.
(In Geometrization of Statistical Theory, Proceedings of the GST Workshop, University of Lancaster, 28-31 October 1987. Ed.: C. T. J. Dodson. ULDM Publications, University of Lancaster (1987) 53-90).

* 166 M. Frydenberg (1988): Marginalization and collapsibility in graphical association models.
(Ann. Statist. 18 (1990), 790-805).

167 M. Frydenberg and D. Edwards (1988): A modified iterative proportional scaling algorithm for estimation in regular exponential families.
(Comp. Statist. Data Anal. 8 (1989), 143-153).

168 E. B. Jensen and H. J. G. Gundersen (1988): Fundamental stereological formulae based on isotropically oriented probes through fixed points - with applications to particle analysis.
(J. Microsc. 153 (1989), 249-267).

169 O. E. Barndorff-Nielsen and P. Blæsild (1988): Inversion and index notation.
(In The Art of Statistical Science. Ed.: K. V. Mardia (1992) 132-151, New York: Wiley).

170 M. Sørensen (1988): A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps.
(In Markov Processes and Control Theory. Eds.: H. Langer and V. Nollau. Akademie-Verlag, Berlin (1989) 229-234).

171 M. Sørensen (1988): On quasi likelihood for semimartingales.
(Stoch. Proc. Appl. 35 (1990), 331-346).

172 M. Mora (1988): Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator.
(Ann. Inst. Statist. Math. 44 (1992), 63-84).

173 P. Blæsild (1988): Yokes and tensors derived from yokes.
(Ann. Inst. Statist. Math. 43 (1991), 95-113).

174 E. B. Jensen, K. Kieu, and H. J. G. Gundersen (1988): On the stereological estimation of reduced moment measures.
(Ann. Inst. Statist. Math. 42 (1990), 445-461).

175 O. E. Barndorff-Nielsen (1988): Aeolean erosion on a gently sloping sand formation. A note.

176 J. L. Jensen (1988): A note on asymptotic normality in the thermodynamic limit at low densities.
(Adv. Appl. Math. 12 (1991), 387-399).

177 B. L. Foster (1988): Higher derivatives in geometry and physics.
(Proc. R. Soc. London A 423 (1989), 443-455).

178 M. Sørensen (1988): Some asymptotic properties of quasi likelihood estimators for semimartingales.
(In P. Mandl and Husková (Eds.): Proceedings of the Fourth Prague Symposium on Asymptotic Statistics. Charles University, Prague (1989) 469-479).

179 M. Frydenberg and J. L. Jensen (1988): Is the "Improved likelihood ratio statistic" really improved in the discrete case?
(Biometrika 76 (1989), 655-661).

* 180 E. B. V. Jensen and K. Kiêu: A new integral geometric formula of the Blaschke-Petkantschin type.
(Math. Nachr. 156 (1992), 57-74).

181 E. B. V. Jensen (1990): Recent developments in the stereological analysis of particles.
(Ann. Inst. Statist. Math. 43 (1991), 455-468).

* 182 J. Møller, E. B. Jensen, J. S. Petersen, and H. J. G. Gundersen (1989): Modelling an aggregate of space-filling cells from sectional data.

183 P. Blæsild and M. Mora (1988): Differential strings: basic theory.
(Expo. Math. 10 (1992), 249-273).

184 J. Møller and M. Sørensen (1990): Parametric models of spatial birth-and-death processes with a view to modelling linear dune fields.
(Scand. J. Statist. 21 (1994), 1-19).

185 O. E. Barndorff-Nielsen (1989): Approximate interval probabilities.
(J. Roy Statist. Soc. B 52 (1990), 485-496).

186 M. Frydenberg (1989): The chain graph Markov property.
(Scand. J. Statist. 17 (1990), 333-353).

187 P. Blæsild (1989): Alternating sums of derivative costrings.

188 A. Odgaard, E. B. Jensen, and H. J. G. Gundersen (1989): Estimation of structural anisotropy based on volume orientation. A new concept.
(J. Microsc. 157 (1990), 149-162).

189 J. L. Jensen (1989): Uniform saddlepoint approximations and log-concave densities.
(J. Roy. Statist. Soc. B 53 (1991), 157-172).

190 O. E. Barndorff-Nielsen (1989): Invited contribution to the discussion of R. E. Kass: The geometry of asymptotic inference.
(Statist. Sci. 4 (1989), 222-227).

191 O. E. Barndorff-Nielsen (1989): p* and Laplace's method.
(REBRAPE 4 (1990), 89-103).

192 O. E. Barndorff-Nielsen and M. Sørensen (1989): Information quantities in non-classical settings.
(Comp. Statist. Data Anal. 12 (1991), 143-158).

193 J. L. Jensen (1989): A large deviation type approximation for the "Box-class" of likelihood ratio criteria.
(J. Amer. Statist. Assoc. 86 (1991), 437-440).

194 O. E. Barndorff-Nielsen and M. Sørensen (1989): On the temporal-spatial variation of sediment size distributions.
(Acta Mech. Suppl. 2 (1991), 1-22).

195 O. E. Barndorff-Nielsen (1989): Invited contribution to discussion of A. Pázman: Small-Sample distributional properties of non-linear regression estimators (A Geometric approach).
(Statistics 21 (1990), 350-353).

196 O. E. Barndorff-Nielsen (1989): Sorting, Texture and structure.
(Proc. R. Soc. Edinburgh 96 B (1989), 167-179).

197 J. L. Jensen (1989): Saddlepoint expansions for sums of Markov dependent variables on a continuous state space.
(Probab. Th. and Related Fields 89 (1991), 181-199).

198 O. E. Barndorff-Nielsen (1989): A note on the standardized signed log likelihood ratio.
(Scand. J. Statist. 17 (1990), 157-160).

199 O. E. Barndorff-Nielsen and B. Jørgensen (1990): Some parametric models on the simplex.
(J. Mult. Anal. 39 (1991), 106-116).

200 O. E. Barndorff-Nielsen and B. Jørgensen: Proper dispersion models.

* 201 O. E. Barndorff-Nielsen (1989): Invited contribution to discussion of D. A. Sprott: Inferential estimation, likelihood, and linear pivotals.
(Can. J. Statist. 18 (1990), 12-14).

202 O. E. Barndorff-Nielsen, I. R. James, and G. M. Leigh (1989): Asymptotic inference for a semi-parametric estimator of natural mortality.
(Biometrika 76 (1989), 803-805).

203 J. L. Jensen and J. Møller (1989): Pseudolikelihood for exponential family models of spatial processes.
(Ann. Appl. Probab. 1 (1991), 445-461).

204 J. L. Jensen and L. Bach Kristensen (1990): Improved likelihood ratio tests for the gamma distribution.
(An extended version has appeared in Commun. Statist. - Theory Meth. 20 (1991), 1515-1532).

205 P. Blæsild (1990): Yokes: Orthogonal and extended normal coordinates.

206 P. E. Jupp (1990): Derivative strings, differential strings and semi-holomic jets.
(Proc. R. Soc. London A 436 (1992), 89-98).

207 O. E. Barndorff-Nielsen, P. Blæsild, L. Pace, and A. Salvan: Formulas for asymptotic statistical calculations.

208 P. Blæsild (1990): The shape cone of the d-dimensional hyperbolic distribution.

209 P. Blæsild (1990): Hyperbolic distributions: Cumulants, skewness and kurtosis.

210 J. L. Jensen (1990): Asymptotic normality of estimates in spatial point processes.
(Scand. J. Statist. 20 (1993), 97-109).

211 O. E. Barndorff-Nielsen (1990): Modified signed log likelihood ratio.
(Biometrika 78 (1991), 557-563).

212 E. B. Jensen, and F. Sørensen (1990): A note on stereological estimation of the second moment of particle volume.
(J. Microsc. 164 (1991), 21-27).

213 R. S. Anderson, M. Sørensen and B. B. Willetts (1990): A review of recent progress in our understanding of aeolian sediment transport.
(Acta Mech. Suppl. 1 (1991), 1-19).

214 M. Sørensen (1990): An analytical model of wind-blown sand transport.
(Acta Mech. Suppl. 1 (1991), 67-81).

215 O. E. Barndorff-Nielsen and S. R. Chamberlin (1990): An ancillary invariant modification of the signed log likelihood ratio.
(Scand. J. Statist. 18 (1991), 341-352).

216 O. E. Barndorff-Nielsen and P. Blæsild (1990): The likelihood yokes and stable cumulants.
(Scand. J. Statist. 20 (1993), 83-87).

* 217 K. Kiêu (1991): A coarea formula for multiple geometric integrals.
(Math. Nachr. 156 (1992), 75-86).

218 J. L. Jensen (1991): A historical sketch and some new results on the improved log likelihood ratio statistic.
(Scand. J. Statist. 20 (1993), 1-15).

219 J. L. Jensen (1991): Saddlepoint approximations to the distribution of the total claim amount in some recent risk models.
(Scand. Acturarial J. (1991), 154-168).

220 J. Møller (1991): Random Johnson-Mehl tessellations.
(Adv. Appl. Prob. 24 (1992), 814-844).

221 O. E. Barndorff-Nielsen and P. Blæsild (1991): A type of second order asymptotic independence.
(J. Roy. Statist. Soc. B 54 (1992), 897-901).

222 O. E. Barndorff-Nielsen and P. Blæsild (1991): Orthogeodesic models.
(Ann. Statist. 21 (1993), 1018-1039).

223 J. L. Jensen (1991): The relation of r* to saddlepoint approximations.
(Biometrika 79 (1992), 693-703).

224 K. Kiêu (1991): Estimating a K-function for two types of particles, using stereological data.

225 O. E. Barndorff-Nielsen, C. Christiansen, and D. Hartmann (1991): Distributional shape triangles with some applications in sedimentology.
(Acta Mech. Suppl. 2 (1991), 37-47).

226 O. E. Barndorff-Nielsen (1991): Information carriers, extended likelihood and adjusted versions of profile likelihood and likelihood roots.
(J. R. Statist. Soc. B 56 (1994), 125-140. Revised title: Adjusted versions of profile likelihood and directed likelihood, and extended likelihood).

227 J. L. Jensen and H. R. Künsch (1992): On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes.
(Ann. Inst. Statist. Math. 46 (1994), 475-486).

228 O. E. Barndorff-Nielsen (1991): Information carriers and inference about interest parameters.
(Bull. Int. Statist. Inst. Vol 54 (1991), Book 3, Topic 25 (1991), 1-24).

229 M. Sørensen (1991): Stochastic models of sand transport by wind and two related estimation problems.
(Int. Statist. Rev. 61 (1993), 245-255).

230 U. Küchler and M. Sørensen (1991): Exponential families of stochastic processes and Lévy processes.
(J. Statist. Plann. Inference 39 (1994), 211-237).

231 J. L. Jensen (1991): A note on a conjecture of H. E. Daniels.
(REPRABE 6 (1992), 85-95).

232 J. L. Jensen (1991): A note on asymptotic expansions for sums over a weakly dependent random field.
(Ann. Inst. Math. Statist. 45 (1993), 353-360).

233 U. Küchler and M. Sørensen (1991): On exponential families of Markov processes.
(J. Statist. Plann. Inference 66 (1998), 3-19).

234 K. Kiêu and E. B. V. Jensen (1991): Stereological estimation based on isotropic slices through fixed points.
(J. Microsc. 170 (1993), 45-51).

235 W.-D. Richter and V. V. Ulyanov (1991): Two side estimates for the Gaussian measure of the complements of balls in Hilbert space.
(Theory Probab. Appl. 36 (1991), No. 4).

236 O. E. Barndorff-Nielsen, P. E. Jupp, and W. S. Kendall (1991): Stochastic calculus, statistical asymptotics, Taylor strings and phyla.
(Annales de la Faculté des Sciences de Toulouse, Serie 6, Vol. III (1994), 5-62).

237 O. E. Barndorff-Nielsen: Multivariate variance functions and inference.

238 O. E. Barndorff-Nielsen and C. Klüppelberg (1991): A note on the tail accuracy of the univariate saddlepoint approximation.
(Annales de la Faculté des Sciences de Toulouse, Serie 6, Vol. I (1992), 5-14).

239 O. E. Barndorff-Nielsen, P. Blæsild, A. L. Carey, P. E. Jupp, M. Mora, and M. K. Murray (1991): Finite-dimensional algebraic representations of the infinite phylon group.
(Acta Appl. Math. 28 (1992), 219-252).

240 M. Bøgsted Hansen (1992): The behaviour of the correlation integral in the non-linear time series case.

241 O. E. Barndorff-Nielsen, J. L. Jensen, and M. Sørensen (1992): Some stationary processes in discrete and continuous time.

242 O. E. Barndorff-Nielsen, J. L. Jensen, and M. Sørensen (1992): A statistical turbulence model.
(Annales Geophysicae 11 (1993), 99-103).

243 J. L. Jensen (1992): Comments on nonparametric predictions of sunspot numbers.
(The Astronomical Journal 105 (1993), 350-352).

** 244 O. E. Barndorff-Nielsen (1992): Modified profile likelihood for curved exponential models.

245 J. L. Jensen (1992): Chaotic dynamics systems with a view towards statistics - A review.
(In O. E. Barndorff-Nielsen, D. R. Cox, J. L. Jensen, and W. S. Kendall (eds.): Chaos and Networks. Statistical and Probabilistic Aspects. London: Chapman and Hall).

246 J. Møller (1992): Extensions of the Swendsen-Wang algorithm for simulating spatial point processes.

247 E. B. Jensen and H. J. G. Gundersen (1992): The rotator.
(J. Microsc. 170 (1993), 35-44).

248 P. Blæsild and M. K. Sørensen (1992): HYP - a computer program for analyzing data by means of the hyperbolic distribution.

249 P. E. Kloeden, H. Schurz, E. Platen, and M. Sørensen (1992): On effects of discretiazation on estimators of drift parameters for diffusion processes.
(J. Appl. Prob. 33 (1996), 1061-1076).

250 P. Blæsild (1992): Maximum likelihood estimation in exponential orthogeodesic models.
(Ann. Inst. Statist. Math. 46 (1994), 43-55).

251 U. Küchler and M. Sørensen (1992): Exponential families of stochastic processes with time-continuous maximum likelihood functions.
(Scand. J. Statist. 21 (1994), 421-431).

252 O. E. Barndorff-Nielsen (1992): Diversity of evidence, and Birnbaum's Theorem. (With discussion).
(Scand. J. Statist. 22 (1995), 513-522).

253 O. E. Barndorff-Nielsen (1992): River networks: - a brief guide to the literature, for statisticians and probabilists.
(In O. E. Barndorff-Nielsen, J. L. Jensen, and W. S. Kendall (Eds.): Networks and Chaos - Statistical and probabilistic Aspects. London: Chapman and Hall (1993), 276-287).

254 U. Küchler and M. Sørensen (1992): Curved exponential families of stochastic processes and their envelope families.
(Ann. Inst. Statist. Math. 48 (1996), 61-74).

255 O. E. Barndorff-Nielsen (1992): Adjusted likelihood inference about interest parameters.
(Theory. Probab. Its Appl. 38 (1993), 213-232).

256 O. E. Barndorff-Nielsen and P. E. Jupp (1995): Yokes and symplectic structures.

257 E. B. V. Jensen and K. Kiêu (1992): Unbiased estimation of d-dimensional volume in $\mathbb{R}^n$ form an isotropic random slice through a fixed point.
(Adv. Appl. Prob. 26 (1994), 1-12).

258 J. Hoffmann-Jørgensen (1992): Stable densities.

259 O. E. Barndorff-Nielsen and S. R. Chamberlin (1992): Stable and invariant adjusted likelihood roots.
(Biometrika 81 (1994), 485-499. Revised title: Stable and invariant adjusted directed likelihoods).

260 C. J. Geyer and J. Møller (1993): Simulation procedures and likelihood inference for spatial proint processes.
(Scand. J. Statist. 21 (1994), 359-373).

261 O. E. Barndorff-Nielsen and A. E. Koudou (1993): Cuts in natural exponential families.
(Theory. Prob. Its Appl. 40 (1995), 361-372).

262 J. Hoffmann-Jørgensen (1993): The Borel-Tanner distribution.

263 H. Högmander and J. Møller (1993): Estimating distribution maps from atlas data using statistical methods of image analysis.

264 A. R. Pedersen (1993): A new approach to maximum likelihood estimation for stochastic differential equations based on discrete observations.
(Scand. J. Statist. 22 (1995), 55-71).

265 V. V. Sazonov and V. V. Ulyanov (1993): Asymptotic expansions in Hilberg space.

266 O. E. Barndorff-Nielsen (1993): Modified directed likelihood and an asymptotic analogue of Basu's theorem.

267 R. Labouriau (1993): A note on pointwise expansions in Hermite polynimials of real functions.

268 R. W. R. Darling (1993): Martingales on noncompact manifolds: Maximal inequalities and prescribed limits.

269 M. Sørensen (1993): The natural exponential family generated by a semimartingale.
(In Shiryaev, A. N. et al. (eds.): Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics, 177-186. TVP Science Publishers, Moscow).

270 O. E. Barndorff-Nielsen (1993): A note on electrical networks and the inverse Gaussian distribution.
(Adv. Appl. Prob. 26 (1994), 63-67).

271 S. E. Graversen (1993): A note on Asian options.

272 A. R. Pedersen (1993): Maximum likelihood estimation based on incomplete observations for a class of discrete time stochastic processes by means of the Kalman filter.

273 A. R. Pedersen (1993): Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes.
(Bernoulli 1 (1995), 257-279).

274 O. E. Barndorff-Nielsen (1993): Pseudo profile and directed likelihoods from estimating equations.
(Ann. Inst. Statist. Math. 47 (1995), 461-464).

275 J. Møller (1994): Generation of Johnson-Mehl crystals and comparative analysis of models for random nucleation.
(Adv. Appl. Prob. (SGSA) 27 (1995), 367-383).

276 H. Schmidli (1994): Estimation of the abscissa of convergence of the moment generating functions.

277 M. Sørensen and B. M. Bibby (1994): Martingale estimation functions for discretely observed diffusion processes.
(Bernoulli 1 (1995), 17-39).

278 A. J. Baddeley, M. N. M. van Lieshout and J. Møller (1994): Markov properties of cluster processes.
(Adv. Appl. Prob. (SGSA) 28 (1996), 346-355).

279 H. J. Furrer and H. Schmidli (1994): Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion.
(Insurance: Mathematics and Economics 15 (1994), 23-36).

280 O. E. Barndorff-Nielsen (1994): L-nonformation, L-ancillarity and L-sufficiency.
(In A. A. Novikov (Ed.): Statistics and Control of Stochastic Processes (1997). A Festschrift in Honour of A. N. Shiryaev, Moscow: TVP Sci. Publ., pp. 3-8).

281 O. E. Barndorff-Nielsen (1994): Two-index asymptotics.
(In A. Melnikov (Ed.): Frontiers in Pure and Applied Probability II. Proceedings of the Fourth Russian-Finnish Symp. Prob. Th. Math. Statist., Moscow: TVP Science Publishers (1996), 9-20).

282 J. Møller and S. Zuyev (1994): Gamma-type results and other related properties of Poisson processes.
(Adv. Appl. Prob. (SGSA) 28 (1994), 662-673).

283 H. Schmidli (1994): Corrected diffusion approximations for a risk process with the possibility of borrowing and investment.
(Schweiz: Verein. Versicherungsmath. Mitt. (1994) 71-82).

284 O. E. Barndorff-Nielsen and H. Schmidli (1994): Saddlepoint approximations for the probability of ruin in finite time.
(Scand. Actuar. J. 2 (1995), 169-186).

285 E. B. V. Jensen (1994): Rotational versions of the Crofton formula.
(Adv. Appl. Prob. 27 (1995), 87-96).

286 C. Wiuf (1994): Dual spaces and b-orthogeodesic models.

287 M. Sørensen and I McEwan (1994): On the effect of mid-air collisions on aeolian saltation.
(Sedimentology 43, 65-76).

288 O. E. Barndorff-Nielsen (1994): Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models.
(Biometrika 82 (1995), 489-499).

289 H. Schmidli (1994): Martingales and insurance risk.
(Lecture Notes of the 8th International Summer School on probability and mathematical statistics (Varna) (ed. A. Obretinov), Science Culture Technology publishing, Singapore, (1997) 155-188).

290 B. M. Bibby (1994): A two-compartment model with additive white noise.

291 H. Schmidli (1994): Cramér-Lundberg approximations for ruin probabilities of risk processes pertubed by diffusion.
(Insurance: Mathematics and Economics 16 (1995), 135-149).

292 A. R. Pedersen (1994): Uniform residuals for discretely observed diffusion processes.

293 J. Møller (1994): Markov chain Monte Carlo and spatial point processes.
(Proc. Seminaire Européen de Statistique Toulouse. (1996): "Stochastic Geometry: Theory and Applications" (ed. W. S. Kendall). "Current trends in stochastic geometry with applications". O. E. Barndorff-Nielsen et al. (Eds), Chapman and Hall, 1996).

294 I. R. James, S. J. Hogan, and S. A. Mallal (1994): Analysis of doubly censored data and the HIB incubation period distribution in Western Australia.

295 A. R. Pedersen (1994): Quasi-likelihood inference for discretely observed diffusion processes.

296 C. Wiuf (1994): A generalization of a von Mises-Fisher conditional distribution result.

297 A. R. Pedersen (1994): Statistical analysis of Gaussian diffusion processes based on incomplete discrete observations.

298 B. M. Bibby (1994): Optimal combination of martingale estimating functions for discretely observed diffusion processes.

299 O. E. Barndorff-Nielsen and A. Wood (1994): On large deviations and choice of ancillary for p* and the modified directed likelihood.
(Bernoulli 4 (1998), 35-64).

300 O. E. Barndorff-Nielsen (1994): Normal \\ inverse Gaussian processes and the modelling of stock returns.

301 M. Sørensen (1994): On comparison of stopping times in sequential procedures for exponential families of stochastic processes.
(Scand. J. Statist. 25 (1998), 331-343).

302 M. Sørensen (1994): On the moment of some first passage times for exponential families of processes.

303 B. M. Bibby (1995): Analysis of a tracer experiment based on compartmental diffusion models.

304 G. Peskir and A. N. Shiryaev (1994): The inequalities of Khintchine and expanding sphere of their action.
(Uspekhi Mat. Nauk. Vol. 50, No 5, (1995), 3-62, Russian. Russian Math. Surveys Vol. 50, No. 5 (1995), 849-904, English).

305 B. M. Bibby (1995): On estimation in compartmental diffusion models.

306 J. Hoffmann-Jørgensen (1995): The abstract p-integral.

307 J. Hoffmann-Jørgensen (1995): Hausdorff constructions.

308 J. Hoffmann-Jørgensen (1995): The increasing sets lemma.

309 J. Hoffmann-Jørgensen (1995): Density theorems for (SIQ)-kernels.

310 J. Hoffmann-Jørgensen (1995): Capacity kernels.

311 J. Hoffmann-Jørgensen (1995): The Fubini-Tonelli theorem for Hausdorff integrals.

312 J. Hoffmann-Jørgensen (1995): Fractal dimension notions.

313 A. Weron and R. Weron (1995): Computer simulation of Lévy $\alpha$-stable variances and processes.

314 P. Skyum, C. Christiansen and P. Blæsild (1995): Hyperbolic distribution wind, sea-level and wave data.
(Journal of Coastal Research, 12, 883-889).

315 I. R. Korsgaard and A. H. Andersen (1995): The additive genetic gamma frailty model.

316 S. E. Graversen and G. Peskir (1995): Extremal problems in the maximal inequalities of Khintchine.
(Math. Proc. Cambridge Philos. Soc. Vol. 123, No. 1 (1998), 169-177).

317 Jan Pedersen (1995): Completeness of models with jumps.

318 Jan Pedersen (1995): Uniqueness for processes with only one jump.

319 Jan Pedersen (1995): On the construction of a class of switching processes.

320 Jan Pedersen (1995): Two applications of stopped martingale problems.

321 Jan Pedersen (1995): A note on Garch-type models as approximations to the solution of a stochastic differential equation driven by Lévy processes.

322 Jan Pedersen (1995): A class of continuous time complete models with jumps and the discrete time counterparts.

323 Jan Pedersen (1995): An application of Clark's formula in mathematical finance.

324 Jan Pedersen (1995): A note on the Black-Scholes model as the limit of binomial models.

325 S. E. Graversen, G. Peskir (1995): On the Russian option: An alternate derivation and expected waiting time.
(Theory Probab. Appl. Vol. 42, No. 3 (1997), 564-575).

326 M. Sørensen (1995): A semimartingale approach to som problems in risk theory.
(Astin Bullitin 26 (1996), 15-23).

327 O. E. Barndorff-Nielsen (1995): General exponential families.
(Encyclopedia of Statistical Sciences, update volume 1 (1997) 246-261).

328 J. L. Jensen (1995): A simple derivation of a natural large deviation modified likelihood ratio statistic.
(Scand. J. Statist (1997) 33-46).

329 O. E. Barndorff-Nielsen and P. E. Jupp (1995): Statistics, yokes and symplectic geometry.
(Ann. Toulouse, 6 (1997), 389-427).

330 S. E. Graversen and G. Peskir (1995): Optimal stopping and maximal inequalities for geometric Brownian motion.
(J. Appl. Probab. 35, No. 4 (1998), 856-872).

331 M. Sørensen and B. M. Bibby (1995): A hyperbolic diffusion model for stock prices.
(Finance and Stochastics 1 (1997), 25-41).

332 M. Sørensen and M. Kessler (1995): Estimating equations based on eigenfunctions for a discretely observed diffusion process.

333 H. Schmidli (1995): An extension to the renewal theorem and an application to risk theory.
(Ann. Appl. Probab. 7 (1997), 121-133).

334 B. M. Bibby and M. Sørensen (1995): On estimation for discretely observed diffusions: a review.
(Theory of Stochastic Processes 2 (18), (1996), 49-56).

335 S. E. Graversen and G. Peskir (1995): Optimal stopping and maximal inequalities for linear diffusions.
(J. Theoret. Probab. Vol. 11, No. 1 (1998), 259-277).

336 M. Kessler (1996): Simple estimating functions for a discretely observed diffusion process.

337 S. E. Graversen and G. Peskir (1995): On Doob's maximal inequality for Brownian motion.
(Stochastic Process. Appl. Vol. 69, No. 1 (1997), 111-125).

338 E. B. V. Jensen and J. Nielsen (1997): The generalized Blaschke-Petkantschin formula - its proof and application in local stereology.

339 O. E. Barndorff-Nielsen (1996): Processes of normal inverse Gaussian type.
(Finance and Stochastics, 2 (1998), 41-68).

340 O. E. Barndorff-Nielsen (1996): Normal inverse Gaussian distributions and stochastic volatility modelling.
(Scand. J. Statist. 24 (1997), 1-13).

341 J. Møller and R. Waagepetersen (1996): Markov connected component fields.
(Adv. Appl. Prob. (SSGA), 1997).

342 T. H. Rydberg (1996): Generalized hyperbolic diffusions with applications towards finance.

343 T. H. Rydberg (1996): Existence of unique equivalent martingale measures in a Markovian setting.
(Finance and Stochastics 1 (1997), 251-257).

344 T. H. Rydberg (1996): The normal inverse Gaussian Lévy process: simulation and approximation.

345 E. Parner (1996): Consistency in the correlated gamma-frailty model.

346 E. Parner (1996): Asymptotic normality in the correlated gamma-frailty model.

347 O. E. Barndorff-Nielsen (1996): Probability and statistics; selfdecomposability, finance and turbulence.
(In L. Accardi and C. C. Heyde (eds.): Proceedings of the Conference "Probability towards 2000", held at Columbia University, New York, 2-5 October 1995. Berlin: Springer-Verlag (1998) 47-57).

348 M. Sørensen (1996): Estimating functions for discretely observed diffusions: a review.

349 O. E. Barndorff-Nielsen and A. E. Koudou (1996): Trees with random conductivities and the (reciprocal) inverse Gaussian distribution.
(Adv. Appl. Prob. 30 (1998), 409-424).

350 U. Küchler and M. Sørensen (1996): A note on limit theorems for multivariate martingales.

351 M. Sørensen (1996): On exponential families of discrete time stochastic processes.

352 J. L. Jensen (1996): Efficiency of the pseudo-likelihood estimate in a one-dimensional lattice gas.
(Selected Proceedings of the Symposium on Estimating Functions, eds. I. Basawa, V. P. Godambe and R. L. Taylor (1997), 369-379).

353 J. Nielsen (1996): The volume of isotropic random projections of simplices.

354 J. L. Jensen (1996): A saddlepoint approximation for the number of uniform spacings exceeding a given level.
(Proceedings of the IV Symposium on Probability and Stochastic Processes, Gunanjuato, 1996).

355 G. Peskir (1996): Optimal stopping inequalities for the integral of Brownian paths.
(J. Math. Anal. Appl. Vol. 222, No. 1 (1998), 244-254).

356 S. E. Graversen (1996): On the distribution of some exponential functionals of the Brownian motion.

357 J. Møller, A. R. Syversveen, and R. P. Waagepetersen (1996): Log Gaussian Cox processes.
(Scand. J. Statist, 25 (1998), 451-482.).

358 H. Schmidli (1996): A note on the optimality of the credibility of premium system.

359 G. Peskir (1996): The integral analogue of the Hardy-Littlewoud L log L-inequality for Brownian motion.
(Math. Inequal. Appl. Vol. 1, No. 1 (1998), 137-148).

360 S. E. Graversen, G. Peskir (1996): Optimal stopping in the L log L-inequality of Hardy and Littlewood.
(Bull. London Math. Soc. Vol. 30, No. 2 (1998), 171-181).

361 J. L. Vuolle-Apailay, S. E. Graversen (1996): On Paul Lévy's arc sine law and its generalization for symmetric self-similar diffusions.

362 H. Schmidli (1996): Compound sums and subexponentiality.
(Bernoulli 5 (1999), 999-1012).

363 G. Peskir (1996): The best Doob-type bounds for the maximum of Brownian paths.
(Proc. High Dimensional Probability, Oberwolfach (1996). Progr. Probab. Vol. 43, Birkhauser, Basel (1998), 287-296).

364 J. L. Pedersen and G. Peskir (1996): Computing the expectation of the Azéma-Yor stopping times.
(Ann. Inst. H. Poincaré Probab. Statist. Vol. 34, No. 2 (1998), 265-276).

365 J. Hoffmann-Jørgensen (1997): The arcsine law.

366 J. Hoffmann-Jørgensen (1997): Convergence in law of random elements and random sets.

367 J. Hoffmann-Jørgensen (1997): Continuity of convex functions.

368 J. L. Jensen and A. T. A. Wood (1997): Large deviation results for minimum contrast estimators.
(Ann. Stat. Math. 50 (1998), 673-695).

369 O. E. Barndorff-Nielsen and T. H. Rydberg (1997): Infinite trees and inverse Gaussian random variables.
(Ann. Fac. Sci. Toulouse VIII (1999), 25-34).

370 S. Asmussen, H. Schmidli and V. Schmidt (1997): Tail probabilities for non-standard risk and queueing processes with subexponential jumps.
(Adv. in Appl. Probab. 31, No. 1 (1999), 422-447).

371 G. Peskir and A. N. Shiryaev (1997): On the Brownian first-passage time over a one-sided stochastic boundary.
(Theory Probab. Appl. Vol. 42, No. 3 (1997), 591-602).

372 Jens L. Jensen and Jan Pedersen (1997): A note on models for stock prices.
(Revised version with the title "Ornstein-Uhlenbeck type processes with non-normal distributions" appeared in J. Appl. Prob. 36 (1999), 389-402).

373 J. L. Pedersen (1997): Best bounds in Doob's maximal inequality for Bessel processes.

374 M. Sørensen (1997): On the effect of time variability of the wind on rates of aeolian sand transport.

375 J. L. Jensen (1997): Ridge type calibration.

376 S. E. Graversen, M. Rao, and J. Sokolowski (1997): A reverse Markov inequality.

377 G. Peskir (1997): Optimal stopping of the maximum process: The maximality principle.
(Ann. Probab 26, No. 4 (1998), 1614-1640).

378 V. H. de la Peña (1997): A general class of exponential inequalities for martingales and ratios.

379 O. E. Barndorff-Nielsen and T. H. Rydberg (1997): Exact distributional results for random resistance trees.
(Scand. J. Statist. 27 (2000), no. 1, 129--141).

380 R. Waagepetersen (1997): Analysis of residuals from segmentation of noisy images.

381 R. Waagepetersen (1997): Phase transition and simulation for a penalized Ising model with applications in image analysis.

382 M. Sørensen (1997): Small dispersion asymptotics for diffusion Martingale Estimating Functions.

383 M. Sørensen (1997): Exponential family inference for diffusion models.

384 T. H. Rydberg (1997): Why financial data are interesting to statisticians.

385 L. Korsholm (1997): The semiparametric normal variance-mean mixture model.

386 G. Peskir (1997): The concept of risk in the theory of option pricing.
(Inform. Technol. Econom. Management, No. 1 (inaugural issue) (2001), 1-20.).

387 J. L. Pedersen (1997): Discounted optimal stopping problems for the maximum process.

388 M. Bladt and T. H. Rydberg (1997): An actuarial approach to option pricing under the physical measure and without market assumptions.

389 G. Peskir (1997): Designing options give the risk: The optimal Shorokhod-imbedding problem.
(Stochastic Process. Appl. Vol. 81, No. 1 (1999), 25-38).

390 J. L. Pedersen and G. Peskir (1997): Solving non-linear optimal stopping problems by the method of time-change.
(Stochastic Anal. Appl. Vol. 18, No. 5 (2000) 811-835).

391 G. Peskir (1998): Controlling the velocity of Brownian motion by its terminal value.
(Analytic and Geometric Inequalities and their Applications (eds. T. M. Rassias and H. M. Srivastava),
Math. Appl. Vol. 478, Kluwer Acad. Publ. Dordrecht (1999), 323-333).

392 J. L. Jensen and N. V. Petersen (1998): Asymptotic normality of the maximum likelihood estimator in state space models.
(Ann. Statist 27 No. 2 (1999), 514-535).

393 S. E. Graversen and G. Peskir (1998): Maximal inequalities for the Ornstein-Uhlenbeck process.
(Proc. Amer. Math. Soc Vol. 128, No. 10 (2000), 3035-3041).

394 H. Schmidli (1998): Distribution of the first ladder height of a stationary risk process perturbed by
$\alpha$-stable Lévy motion.

395 T. Myhre (1998): Connections between optimal stopping and stochastic control: An approach based on variational inequalities.

396 L. Korsholm (1998): Likelihood ratio test in the correlated gamma-frailty model.

397 S. M. Iacus (1998): The van Trees inequality for diffusion processes with small diffusion coefficient and asymptotic efficiency in a semiparametric problem.

398 G. Peskir (1998): The Azéma-Yor embedding in Brownian motion with drift.
(Proc. High Dimensional Probability, Seattle (1999), Progr. Probab. Vol. 47, Birkhauser, Boston (2000), 207-221).

399 H. Schmidli (1998): On the distribution of the surplus prior and at ruin.
(ASTIN Bull. 29 (1999), 227-244).

400 G. Peskir and A. N. Shiryaev (1998): Sequential testing problems for Poisson processes.
(Ann. Statist. Vol. 28, No. 3 (2000), 837-859).

401 J. L. Jensen and AM. K. Pedersen (1998): Probabilistic models of DNA sequence evolution with context dependent rates of substitution.
(Adv. Appl. Prob. 32 (2000), 499-517).

402 G. Peskir and J. Shorish (1998): Market forces and dynamic asset pricing.