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Publications

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Christensen, K., Podolskij, M. & Vetter, M. (2009). Bias-correcting the realised range-based variance in the presence of market microstructure noise. Finance and Stochastics, 13(2), 239-268. https://doi.org/10.1007/s00780-009-0089-9
Podolskij, M. & Vetter, M. (2009). Bipower-type estimation in a noisy diffusion setting. Stochastic Processes and Their Applications, 119(9), 2803-2831. https://doi.org/10.1016/j.spa.2009.02.006
Barndorff-Nielsen, O. E., Corcuera, J. M., Podolskij, M. & Woerner, J. H. C. (2009). Bipower variation for Gaussian processes with stationary increments. Journal of Applied Probability, 46(1), 132-150. https://doi.org/10.1239/jap/1238592121
Østergaard, M., Ernst, A., Labouriau, R. S., Dagiliené, E., Krarup, H. B., Christensen, M., Thorsgaard, N., Jacobsen, B. A., Tage-Jensen, U., Overvad, K., Autrup, H. & Andersen, V. (2009). Cyclooxygenase-2, multidrug resistance 1, and breast cancer resistance protein gene polymorphisms and inflammatory bowel disease in the Danish population. Scandinavian Journal of Gastroenterology, 44(1), 65-73. https://doi.org/10.1080/00365520802400826
Birck, A., Labouriau, R. & Christensen, P. (2009). Dynamics of the induced acrosome reaction in boar sperm evaluated by flow cytometry. Animal Reproduction Science, 115(1-4), 124-136. https://doi.org/10.1016/j.anireprosci.2008.10.017
Kiderlen, M. & Meschenmoser, D. (2009). Error bounds for surface area estimators based on Crofton's formula. Image Analysis and Stereology, 28, 165-177. http://www.wise-t.com/ias/article.php?id=250&year=2009&issue=11
Podolskij, M. & Vetter, M. (2009). Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps. Bernoulli, 15(3), 634-658. https://doi.org/10.3150/08-BEJ167
Hou, Y., Madsen, P., Labouriau, R., Zhang, Y., Lund, M. S. & Su, G. (2009). Genetic analysis of days from calving to first insemination and days open in Danish Holsteins using different models and censoring scenarios. Journal of Dairy Science, (92), 1229-1239. https://doi.org/10.3168/jds.2008-1556
Andersen, L. D., Ostenfeld, M. S., Bramsen, J. B., Silahtaroglu, A., Lamy, P., Ramanathan, R., Fristrup, N., Jensen, J. L., Andersen, C. L., Zieger, K., Kauppinen, S., Ulhøi, B. P., Kjems, J., Borre, M. & Ørntoft, T. F. (2009). Genomic profiling of microRNAs in bladder cancer: miR-129 is associated with poor outcome and promotes cell death in vitro. Cancer Research, 69(11), 4851-60. https://doi.org/10.1158/0008-5472.CAN-08-4043
Abreu, G. C. G. D., Labouriau, R. & Edwards, D. (2009). High-dimensional Graphical Model Search with gRapHD R Package. ArXiv. http://arxiv.org/abs/0909.1234
Asmussen, S. (2009). Importance sampling for failure probabilities in computing and data transmission. Journal of Applied Probability, 46(3), 768-790. https://doi.org/10.1239/jap/1253279851
Basse-O'Connor, A. & Pedersen, J. (2009). Lévy driven moving averages and semimartingales. Stochastic Processes and Their Applications, 119(9), 2970-2991. https://doi.org/10.1016/j.spa.2009.03.007
Andersen, L. N. & Asmussen, S. (2009). Local time asymptotics for centered Lévy processes with two-sided reflection. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Andersen, L. N. (2009). Loss Rates and Structural Properties of Reflected Stochastic Processes. Aarhus Universitetsforlag.
Jacod, J., Li, Y., Mykland, P. A., Podolskij, M. & Vetter, M. (2009). Microstructure noise in the continuous case: The pre-averaging approach. Stochastic Processes and Their Applications, 119(7), 2249-2276. https://doi.org/10.1016/j.spa.2008.11.004
Labouriau, R. & Madsen, P. (2009). Modelling censored discrete time data with a view towards applications in animal quantitative genetics. EAAP Book of Abstracts, 604. http://www.wageningenacademic.com/_clientfiles/EAAP/eaap2009-e.pdf
Labouriau, R. & Madsen, P. (2009). Modelling censored discrete time data with a view towards applications in animal quantitative genetics. Poster session presented at Annual Meeting of of the European Association for Animal Production, EAAP, Barcelona, Spain.
Andersen, K., Wagner, C. & Weismantel, R. (2009). On an analysis of the strength of mixed integer cutting planes from multiple simplex tableau rows. S I A M Journal on Optimization, 20/2, 967-982. https://doi.org/10.1137/080744360
Bieding, T., Görtz, S. & Klose, A. (2009). On line routing per mobile phone: a case on subsequent deliveries of newspapers. Lecture Notes in Economics and Mathematical Systems, 619, 29-51.
Pawlas, Z., Nyengaard, J. R. & Jensen, E. B. V. (2009). Particle sizes from sectional data. Biometrics, 65(1), 216-224. https://doi.org/10.1111/j.1541-0420.2008.01019.x
Barndorff-Nielsen, O. E., Corcuera, J. M. & Podolskij, M. (2009). Power variation for Gaussian processes with stationary increments. Stochastic Processes and Their Applications, 119(6), 1845-1865. https://doi.org/10.1016/j.spa.2008.09.004
Barndorff-Nielsen, O. E. & Pedersen, J. (2009). Representation and properties of a class of conditionally Gaussian processes. Alea: estudos neolatinos, 6, 179-197. http://alea.impa.br/articles/v6/06-08.pdf
Hobolth, A. & Stone, E. (2009). Simulation from endpoint-conditioned, continuous-time Markov chains on a finite state space, with applications to molecular evolution. Annals of Applied Statistics, 3(3), 1204-1231. https://doi.org/10.1214/09-AOAS247
Basse-O'Connor, A. (2009). Spectral representation of Gaussian semimartingales. Journal of Theoretical Probability, 22(4), 811-826. https://doi.org/10.1007/s10959-009-0246-2
Andersen, L. N. & Mandjes, M. (2009). Structural properties of reflected Lévy processes. Queueing Systems, 63(1-4), 301-322. https://doi.org/10.1007/s11134-009-9116-y
Andersen, L. N. (2009). Subexponential loss rate asymptotics for Lévy processes. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
West, M. J., Bach, G., Søderman, A. & Jensen, J. L. (2009). Synaptic contact number and size in stratum radiatum CA1 of APP/PS1DeltaE9 transgenic mice. Neurobiology of Aging, 30(11), 1756-76. https://doi.org/10.1016/j.neurobiolaging.2008.01.009
Hobolth, A. & Wiuf, C. H. (2009). The genealogy, site frequency spectrum and ages of two nested mutant alleles. Theoretical Population Biology, 75(4), 260-265. https://doi.org/10.1016/j.tpb.2009.02.001
Stark, A. K., Gundersen, H. J. G., Gardi, J. E., Pakkenberg, B. & Hahn, U. (2009). The saucor, a new stereological tool for analysing the spatial distributions of cells, exemplified by human neocortical neurons and glial cells. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Baudoin, F. & Bonnefont, M. (2009). The subelliptic heat kernel on SU(2): Representations, asymptotics and gradient bounds. Mathematische Zeitschrift, 263(3), 647-672. https://doi.org/10.1007/s00209-008-0436-0
Egefjord, L., Jensen, J., Bang-Berthelsen, C., Petersen, A. B., Smidt, K., Schmitz, O., Karlsen, A. E., Pociot, F., Chimienti, F., Rungby, J. & Magnusson, N. (2009). Zinc transporter gene expression is regulated by pro-inflammatory cytokines: a potential role for zinc transporters in beta-cell apoptosis? B M C Endocrine Disorders, 9(1), 7. https://doi.org/10.1186/1472-6823-9-7
Sørensen, K. K., Kirk, H. G., Olsson, K., Labouriau, R. & Christiansen, J. (2008). A major QTL and an SSR marker associated with glycoalkaloid content in potato tubers from Solanum tuberosum × S. sparsipilum located at chromosome I. Theoretical and Applied Genetics, 117(1), 1-9. https://doi.org/10.1007/s00122-008-0745-z
Hobolth, A. (2008). A Markov chain Monte Carlo Expectation Maximization Algorithm for Statistical Analysis of DNA Sequence Evolution with Neighbor-Dependent Substitution Rates. Journal of Computational and Graphical Statistics, 17(1), 138-162.
Kinnebrock, S. & Podolskij, M. (2008). An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/08/rp08_23.pdf
Labouriau, R., Sørensen, P. & Juul-Madsen, H. R. (2008). An efficient strategy to characterize alleles and complex haplotypes using DNA-markers. ArXiv. http://arxiv.org/abs/0804.1690
Klose, A. (2008). A note on Fenchel cuts for the single-node flow problem. (pp. 1-14). Department of Mathematical Sciences, Aarhus University. http://www.imf.au.dk/publs?id=676
Kinnebrock, S. & Podolskij, M. (2008). A note on the central limit theorem for bipower variation of general functions. Stochastic Processes and Their Applications, 118(6), 1056-1070. https://doi.org/10.1016/j.spa.2007.07.009
Podolskij, M. & Ziggel, D. (2008). A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/08/rp08_22.pdf
Jensen, E. B. V. & Rataj, J. (2008). A rotational integral formula for intrinsic volumes. Advances in Applied Mathematics, 41(4), 530-560. https://doi.org/10.1016/j.aam.2008.03.004
Hansen, J. V., Jensen, J. L. & Højsgaard, S. (2008). A State Space Model Exhibiting a Cyclic Structure with an Application to Progesterone Concentration in Cow Milk. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Asmussen, S., Fiorini, P., Lipsky, L., Rolski, T. & Sheahan, R. (2008). Asymptotic behaviour of total times for jobs that must start over if a failure occurs. Mathematics of Operations Research, 33(4), 932-944. https://doi.org/10.1287/moor.1080.0329
Hansen, J. V. & Jensen, J. L. (2008). Asymptotics for Estimating Equations in Hidden Markov Models. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Asmussen, S. & Rojas-Nandayapa, L. (2008). Asymptotics of sums of lognormal random variables with Gaussian copula. Statistics & Probability Letters, 78(16), 2709-2714. https://doi.org/10.1016/j.spl.2008.03.035
Baudoin, F. (2008). Brownian Chen series and Atiyah-Singer theorem. Journal of Functional Analysis, 254(2), 301-317. https://doi.org/10.1016/j.jfa.2007.09.022
Andersen, K., Louveaux, Q. & Weismantel, R. (2008). Certificates of linear mixed integer infeasibility. Operations Research Letters, 36/6, 734-738. https://doi.org/10.1016/j.orl.2008.08.003
Labouriau, R. & Amorim, A. (2008). Comment on "An Association Between the Kinship and Fertility of Human Couples". Science, 322(5908), 1634. https://doi.org/10.1126/science.1161907
Asmussen, S., Blanchet, J., Juneja, S. & Rojas-Nandayapa, L. (2008). Efficient simulation of tail probabilities of sums of correlated lognormals. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Kiderlen, M. (2008). Estimation of the mean normal measure from flat sections. Advances in Applied Probability, 40(1), 31-48. https://doi.org/10.1239/aap/1208358885
Basse-O'Connor, A. (2008). Gaussian moving averages and semimartingales. Electronic Journal of Probability, 13, 1140-1165.
Abreu, G. C. G., Buitenhuis, A. J. & Labouriau, R. (2008). Gene expression network: an application in behaviour genetics in chicken. Poster session presented at SABRE Conference: Welfare and Quality Genomics, Tjele, Denmark.

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Lars Madsen