ISSN 0902-9893

2005

• Number 458 (May 2005)
  Context dependent DNA evolutionary models
  by Jens Ledet Jensen
• Number 455 (February 2005)
  Statistical Inference in Evolutionary Models of DNA Sequences via the EM Algorithm
  by Asger Hobolth and Jens Ledet Jensen
• Number 454 (February 2005)
  Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic
  by Ole F. Christensen, Morten Frydenberg, Jens Ledet Jensen and Jørgen Granfeldt Pedersen
• Number 468 (December 2005)
  Some aspects of Lévy copulas
  by Ole E. Barndorff-Nielsen and Alexander M. Lindner
  Published as "Lévy copulas: dynamics and transforms of Upsilon type." Scand. J. Statist. 34, 298-316.
  – primarily listed as Thiele Research Reports number 15, but also included in Research Reports.
• Number 467 (December 2005)
  Ambit processes; with applications to turbulence and tumour growth
  by Ole E. Barndorff-Nielsen and Jürgen Schmiegel
  Published in Benth, F.E., Di Nunno, G., Lindstrom, T. Oksendal, B. and Zhang, T. (Eds.): Stochastic analysis and its applications. Proceedings of the second Abel symposium, Springer
  – primarily listed as Thiele Research Reports number 14, but also included in Research Reports.
• Number 466 (November 2005)
  Esscher transforms and the minimal entropy martingale measure for exponential Lévy models
  by Friedrich Hubalek and Carlo Sgarra
  Published in Quantitative Finance 2006, Volume 6, Issue 2, 125-145.
  – primarily listed as Thiele Research Reports number 13, but also included in Research Reports.
• Number 465 (November 2005)
  On infinitesimal increase of volumes of morphological transforms
  by Markus Kiderlen and Jan Rataj
  Published in Mathematika 53, 103-127 (2006)
  – primarily listed as Thiele Research Reports number 12, but also included in Research Reports.
• Number 464 (October 2005)
  Further results on variances of local stereological estimators
  by Zbynek Pawlas and Eva B. Vedel Jensen
  Published in Image Anal. Stereol. 25, 155-163 (2006)
  – primarily listed as Thiele Research Reports number 11, but also included in Research Reports.
• Number 463 (September 2005)
  Geometric identities in stereological particle analysis
  by S. Kötzer, E.B. Vedel Jensen and A. Baddeley
  – primarily listed as Thiele Research Reports number 10, but also included in Research Reports.
• Number 462 (August 2005)
  Tail Asymptotics for the Sum of two Heavy-tailed Dependent Risks
  by Hansjörg Albrecher and Søren Asmussen
  – primarily listed as Thiele Research Reports number 9, but also included in Research Reports.
• Number 461 (August 2005)
  Ruin Probabilities and Aggregrate Claims Distributions for Shot Noise Cox Processes
  by Hansjörg Albrecher and Søren Asmussen
  – primarily listed as Thiele Research Reports number 8, but also included in Research Reports.
• Number 460 (August 2005)
  Self-scaling tumor growth
  by Jürgen Schmiegel
  Published in Physica A 367, 509-524
  – primarily listed as Thiele Research Reports number 7, but also included in Research Reports.
• Number 459 (June 2005)
  On variance estimation in circular systematic sampling
  by Kristjana Ýr Jónsdóttir, Eva B. Vedel Jensen and Asger Hobolth
  Published in J. Microsc. 122, 212-216 (2006)
  – primarily listed as Thiele Research Reports number 6, but also included in Research Reports.
• Number 457 (May 2005)
  Loss Rates for Lévy Processes with Two Reflecting Barriers
  by Søren Asmussen and Mats Pihlsgård
  – primarily listed as Thiele Research Reports number 5, but also included in Research Reports.
• Number 456 (April 2005)
  A stochastic differential equation framework for the turbulent velocity field
  by Ole E. Barndorff-Nielsen and Jürgen Schmiegel
  Published in Theory Prob. Its Appl. 52, 372-388.
  – primarily listed as Thiele Research Reports number 4, but also included in Research Reports.
• Number 453 (February 2005)
  Some classes of multivariate infinitely divisible distributions admitting stochastic integral representation
  by Ole E. Barndorff-Nielsen, Makoto Maejima and Ken-iti Sato
  Published in Bernoulli 12, 1-33.
  – primarily listed as Thiele Research Reports number 3, but also included in Research Reports.
• Number 452 (February 2005)
  Variance-optimal hedging for processes with stationary independent increments
  by Friedrich Hubalek, Jan Kallsen and Leszek Krawczyk
  Published in Annals of Applied Probability, Volume 16, Number 2, 853-885, 2006.
  – primarily listed as Thiele Research Reports number 2, but also included in Research Reports.
• Number 451 (January 2005)
  Algorithms to estimate the rose of directions of a spatial fiber system
  by Markus Kiderlen and Andreas Pfrang
  Published in J. Microscopy 219, 50-60 (2005).
  The definitive full-text version is available at www.blackwell-synergy.com
  – primarily listed as Thiele Research Reports number 1, but also included in Research Reports.