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Asmussen, S. (1992). On coupling and weak convergence to stationarity. Annals of Applied Probability, 2(3), 739-751.

Asmussen, S. & Perry, D. (1992). On cycle maxima, first passage problems and extreme value theory for queues. Comm. Statist. Stochastic Models, 8(3), 421-458.

Asmussen, S. & Rubinstein, R. (1992). Performance evaluation for the score function method in sensitivity analysis and stochastic optimization. In G. Pflug & U. Dieter (Eds.), Simulation and optimization (pp. 1-13). Springer.

Asmussen, S. (1992). Phase-type representations in random walk and queueing problems. Annals of Probability, 20(2), 772-789.

Asmussen, S. (1992). Queueing simulation in heavy traffic. Math. Oper. Res., 17(1), 84-111.

Asmussen, S., Glynn, P. W. & Thorisson, H. (1992). Stationarity detection in the initial transient problem. ACM Transactions on Modeling and Computer Simulation, 2(2), 130-157.

Asmussen, S. & Rubinstein, R. (1992). The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models. Advances in Applied Probability, 24(1), 172-201.

Jensen, J. L. (1992). The modified signed likelihood statistic and saddlepoint approximations. Biometrika, 79(4), 693-703. https://doi.org/10.1093/biomet/79.4.693

Jensen, J. L. (1991). A large deviation-type approximation for the "box class" of likelihood ratio criteria. Journal of the American Statistical Association, 86(414), 437-440. http://www.jstor.org/stable/2290590

Jensen, J. L. (1991). A note on asymptotic normality in the thermodynamic limit at low densities. Advances in Applied Mathematics, 12(4), 387-399. https://doi.org/10.1016/0196-8858(91)90026-F

Jørgensen, B., Labouriau, R., Lundbye-Christensen, S. & Institut for Elektroniske Systemer, Aalborg Universitetscenter (1991). Growth curve analysis based on exponential dispersion models. R / Aalborg Universitetscenter, Institut for Elektroniske Systemer.

Asmussen, S. (1991). Ladder heights and the Markov-modulated M/G/1 queue. Stochastic Process. Appl., 37(2), 313-326.

Asmussen, S. (1991). Phase-type representation of waiting times. In J. W. Cohen & C. D. Pack (Eds.), Queueing, performance and control in ATM (pp. 157-159). North-Holland.

Jensen, J. L. & Møller, J. (1991). Pseudolikelihood for exponential family models of spatial point processes. Annals of Applied Probability, 1(3), 445-461. http://www.jstor.org/stable/2959747

Jensen, E. B. V. (1991). Recent developments in the stereological analysis of particles. Annals of the Institute of Statistical Mathematics, 43(3), 455-468. https://doi.org/10.1007/BF00053366

Jensen, J. L. & Kristensen, L. B. (1991). Saddlepoint approximations to exact tests and improved likelihood ratio tests for the gamma distribution. Communications in Statistics: Theory and Methods, 20(4), 1515-1532. https://doi.org/10.1080/03610929108830579

Jensen, J. L. (1991). Saddlepoint approximations to the distribution of the total claim amount in some recent risk models. Scandinavian Actuarial Journal, (2), 154-168. https://doi.org/10.1080/03461238.1991.10413889

Jensen, J. L. (1991). Saddlepoint expansions for sums of Markov dependent variables on a continuous state space. Probability Theory and Related Fields, 89(2), 181-199. https://doi.org/10.1007/BF01366905

Jensen, J. L. (1991). Uniform saddlepoint approximations and log-concave densities. Journal of the Royal Statistical Society, Series B (Statistical Methodology), 53(1), 157-172. http://www.jstor.org/stable/2345732

Asmussen, S. (1990). Exponential families and regression in the Monte Carlo study of queues and random walks. Annals of Statistics, 18(4), 1851-1867.

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1990). Parametric modelling of turbulence. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 332, 439-455.

Asmussen, S. & Ramaswami, V. (1990). Probabilistic interpretations of some duality results for the matrix paradigms in queueing theory. Comm. Statist. Stochastic Models, 6(4), 715-733.

Jensen, J. L. & Johansson, B. (1990). The extremal family generated by the Yule process. Stochastic Processes and Their Applications, 36(1), 59-76. https://doi.org/10.1016/0304-4149(90)90042-Q

Jensen, J. L. (1990). Two examples of statistics sufficiently smooth to admit an Edgeworth expansion. In G. Diana, L. Pace, F. Pesarin & A. Salvan (Eds.), Small sample asymptotics and related problems (pp. 1-24). University of Padua.

Jensen, J. L. (1989). A note on the work of Goetze and Hipp concerning asymptotic expansions for sums of weakly dependent random vectors. In P. Mandel & M. Huskova (Eds.), Proceedings of the Fourth Prague Symposium on Asymptotic Statistics (pp. 295-303). Charles University, Prague.

Asmussen, S. (1989). Aspects of matrix Wiener-Hopf factorisation in applied probability. Math. Sci., 14(2), 101-116.

Jensen, J. L. (1989). Asymptotic expansions for strongly mixing Harris recurrent Markov chains. Scandinavian Journal of Statistics, 16(1), 47-63. http://www.jstor.org/stable/4616121

Asmussen, S. (1989). Exponential families generated by phase-type distributions and other Markov lifetimes. Scandinavian Journal of Statistics, 16(4), 319-334.

Frydenberg, M. & Jensen, J. L. (1989). Is the 'improved likelihood ratio statistic' really improved in the discrete case? Biometrika, 76(4), 655-661. https://doi.org/10.1093/biomet/76.4.655

Barbour, A. D. & Jensen, J. L. (1989). Local and tail approximations near the Poisson limit. Scandinavian Journal of Statistics, 16(1), 75-87. http://www.jstor.org/stable/4616123

Hahn, U. & Sandau, K. (1989). Precision of surface area estimation using spatial grids. Acta Stereologica, 8(2), 425.

Asmussen, S. (1989). Risk theory in a Markovian environment. Scandinavian Actuarial Journal, (2), 69-100.

Labouriau, R. (1989). Tópicos de Robustez Quantitativa em Famílias Exponenciais de Distribuicões a um Parâmetro ("Série D", n. 32, IMPA ed.).

Asmussen, S. (1989). Validating the heavy-traffic performance of regenerative simulation. Comm. Statist. Stochastic Models, 5(4), 617-628.

Jensen, J. L. (1989). Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete. Probability Theory and Related Fields, 81(4), 507-519. https://doi.org/10.1007/BF00367300

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1989). Wind shear and hyperbolic distributions. Boundary-Layer Meteorology, 49(4), 417-431. https://doi.org/10.1007/BF00123653

Asmussen, S. & Thorisson, H. (1988). Large deviation results for time-dependent queue length distributions. Comm. Statist. Stochastic Models, 4(1), 99-116.

Jensen, J. L. (1988). Maximum-likelihood estimation of the hyperbolic parameters from grouped observations. Computers & Geosciences, 14(3), 389-408. https://doi.org/10.1016/0098-3004(88)90069-6

Boldsen, J. L., Jensen, J. L., Søgaard, J. & Sørensen, M. (1988). On the incubation time distribution and the Danish AIDS data. Journal of the Royal Statistical Society, Series A (Statistics in Society), 151, 42-43. http://www.jstor.org/stable/2982183

Asmussen, S. & Schock Petersen, S. (1988). Ruin probabilities expressed in terms of storage processes. Advances in Applied Probability, 20(4), 913-916.

Barndorff-Nielsen, O. E., Jensen, J. L., Nielsen, H. L., Rasmussen, K. R. & Sørensen, M. (1988). Sand transport studies in a wind tunnel using radioactive grains. Department of Mathematical Sciences, Aarhus University.

Jensen, J. L. (1988). Uniform saddlepoint approximations. Advances in Applied Probability, 20(3), 622-634. https://doi.org/10.2307/1427038

Asmussen, S. & Thorisson, H. (1987). A Markov chain approach to periodic queues. Journal of Applied Probability, 24(1), 215-225.

Jensen, J. L. (1987). A note on asymptotic expansions for Markov chains using operator theory. Advances in Applied Mathematics, 8(4), 377-392. https://doi.org/10.1016/0196-8858(87)90016-9

Asmussen, S. (1987). Applied probability and queues. John Wiley and Sons.

Jensen, J. L. (1987). On asymptotic expansions in nonergodic models. Scandinavian Journal of Statistics, 14(4), 305-318. http://www.jstor.org/stable/4616073

Jensen, J. L. (1987). Standardized log-likelihood ratio statistics for mixtures of discrete and continuous observations. Annals of Statistics, 15(1), 314-324. https://doi.org/10.1214/aos/1176350268

Asmussen, S. (1987). The heavy traffic limit of a class of Markovian queueing models. Oper. Res. Lett., 6(6), 301-306.

Jensen, J. L. (1986). A note on asymptotic expansions for the first order autoregressive progress. Institut for Matematiske Fag, Aarhus Universitet. Memoirs

Jensen, J. L. & Sørensen, M. (1986). Estimation of some aeolian saltation transport parameters: a re- analysis of Williams' data. Sedimentology, 33(4), 547-558. https://doi.org/10.1111/j.1365-3091.1986.tb00760.x

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