Publications

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Rønn-Nielsen, A. & Jensen, E. B. V. (2017). Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure. Journal of Applied Probability, 54(3), 833-851. https://doi.org/10.1017/jpr.2017.37

Rønn-Nielsen, A. & Jensen, E. B. V. (2018). Central limit theorem for mean and variogram estimators in Lévy-based models. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports Vol. 2018/06 https://data.math.au.dk/publications/csgb/2018/math-csgb-2018-06.pdf

Rønn-Nielsen, A. & Vedel Jensen, E. B. (2019). Central limit theorem for mean and variogram estimators in Lévy-based models. Journal of Applied Probability, 56(1), 209-222. https://doi.org/10.1017/jpr.2019.14

Ronn-Nielsen, A. & Jensen, E. B. V. (2016). Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure. Journal of Applied Probability, 53(1), 244-261. https://doi.org/10.1017/jpr.2015.22

Rojas-Nandayapa, L. & Asmussen, S. (2007). Efficient simulation of finite horizon problems in queueing and insurance risk. Department of Mathematical Sciences , University of Aarhus.

Rojas-Nandayapa, L. & Asmussen, S. (2007). Efficient simulation of finite horizon problems in queueing and insurance risk. Queueing Systems, 57(2-3), 85-97. https://doi.org/10.1007/s11134-007-9050-9

Røikjer, T., Hobolth, A. & Munch, K. (2022). Graph-based algorithms for phase-type distributions. Statistics and Computing, 32(6), Article 103. https://doi.org/10.1007/s11222-022-10174-3

Rodriguez Algaba, J., Sørensen, C. K., Labouriau, R., Justesen, A. F. & Hovmøller, M. S. (2017). Genetic diversity within and among aecia of the wheat rust fungus Puccinia striiformis on the alternate host Berberis vulgaris. Fungal Biology, 121(6-7), 541-549. https://doi.org/10.1016/j.funbio.2017.03.003

Rodriguez Algaba, J., Sørensen, C. K., Labouriau, R., Justesen, A. F. & Hovmøller, M. S. (2018). Effect of host vernalisation, temperature and plant growth stage on wheat and triticale susceptibility to Puccinia striiformis. Abstract from BGRI 2018, Marrakech, Morocco.

Rodriguez Algaba, J., Sørensen, C. K., Labouriau, R., Justesen, A. F. & Hovmøller, M. S. (2020). Susceptibility of Winter Wheat and Triticale to Yellow Rust Influenced by Complex Interactions between Vernalisation, Temperature, Plant Growth Stage and Pathogen Race. Agronomy, 10(1), Article 13. https://doi.org/10.3390/agronomy10010013

Rivas-González, I., Andersen, L. N. & Hobolth, A. (2023). PhaseTypeR: an R package for phase-type distributions in population genetics. The Journal of Open Source Software, 8(82). https://doi.org/10.21105/joss.05054

Rivas-González, I., Schierup, M. H., Wakeley, J. & Hobolth, A. (2024). Trails: Tree reconstruction of ancestry using incomplete lineage sorting. PLOS Genetics, 20(2), Article e1010836. https://doi.org/10.1371/journal.pgen.1010836

Rheinbay, E., Nielsen, M. M., Abascal, F., Wala, J. A., Shapira, O., Tiao, G., Hornshøj, H., Hess, J. M., Juul, R. I., Lin, Z., Feuerbach, L., Sabarinathan, R., Madsen, T., Kim, J., Mularoni, L., Shuai, S., Lanzós, A., Herrmann, C., Maruvka, Y. E. ... PCAWG Consortium (2020). Analyses of non-coding somatic drivers in 2,658 cancer whole genomes. Nature, 578(7793), 102-111. https://doi.org/10.1038/s41586-020-1965-x

Rheinbay, E., Nielsen, M. M., Abascal, F., Wala, J. A., Shapira, O., Tiao, G., Hornshøj, H., Hess, J. M., Juul, R. I., Lin, Z., Feuerbach, L., Sabarinathan, R., Madsen, T., Kim, J., Mularoni, L., Shuai, S., Lanzós, A., Herrmann, C., Maruvka, Y. E. ... PCAWG Drivers and Functional Interpretation Working Group (2023). Erratum: Author Correction: Analyses of non-coding somatic drivers in 2,658 cancer whole genomes (Nature (2020) 578 7793 (102-111)). Nature, 614(7948), E40. https://doi.org/10.1038/s41586-022-05599-9

Rauff Lind Christensen, T., Klose, A. & Andersen, K. A. (2010). Solving the Single-Sink, Fixed-Charge, Multiple-Choice Transportation Problem by Dynamic Programming. Abstract from 4th Nordic Optimization Symposium, Aarhus, Denmark. http://www.asb.dk/article.aspx?pid=25146

Rasmusson, A., Hahn, U., Larsen, J. O., Gundersen, H. J. G., Jensen, E. B. V. & Nyengaard, J. R. (2013). The spatial rotator. Journal of Microscopy, 250(2), 88-100. https://doi.org/10.1111/jmi.12022

Rasmussen, M. J., Bertl, J., Guo, Q., Nielsen, M. M., Świtnicki, M., Hornshøj, H., Madsen, T., Hobolth, A. & Pedersen, J. S. (2017). Non-coding cancer driver candidates identified with a sample- and position-specific model of the somatic mutation rate. eLife, 6, Article e21778. https://doi.org/10.7554/eLife.21778

Rasmus, S., Asmussen, S. & Wiktorsson, M. (2004). Pricing of some exotic options with NIG-Levy input. In M. Burbak (Ed.), Computational science - ICCS 2004 (pp. 795-802). Springer.

Rafati, A. H., Ziegel, J., Nyengaard, J. R. & Jensen, E. B. V. (2016). Stereological estimation of particle shape and orientation from volume tensors. Journal of Microscopy, 263(3), 229-237. https://doi.org/10.1111/jmi.12382

Pulido-Moncada, M., Schjønning, P., Labouriau, R. & Munkholm, L. J. (2020). Residual effects of compaction on the subsoil pore system—A functional perspective. Soil Science Society of America Journal, 84(3), 717-730. https://doi.org/10.1002/saj2.20061

Pulido-Moncada, M., Labouriau, R., Kesser, M. M., Zanini, P. P. G., M.L. Guimarães, R. & Munkholm, L. J. (2021). Anisotropy of subsoil pore characteristics and hydraulic conductivity as affected by compaction and cover crop treatments. Soil Science Society of America Journal, 85(1), 28-39. https://doi.org/10.1002/saj2.20134

Prüfer, K., Munch, K., Hellmann, I., Akagi, K., Miller, J. R., Walenz, B., Koren, S., Sutton, G., Kodira, C., Winer, R., Knight, J. R., Mullikin, J. C., Meader, S. J., Ponting, C. P., Lunter, G., Higashino, S., Hobolth, A., Dutheil, J., Karakoç, E. ... Pääbo, S. (2012). The bonobo genome compared with the chimpanzee and human genomes. Nature, 486(7404), 527-31. https://doi.org/10.1038/nature11128

Prokešová, M., Dvořák, J. & Jensen, E. B. V. (2017). Two-step estimation procedures for inhomogeneous shot-noise Cox processes. Annals of the Institute of Statistical Mathematics, 69(3), 513-542. https://doi.org/10.1007/s10463-016-0556-y

Prokesová, M. & Jensen, E. B. V. (2013). Asymptotic Palm likelihood theory for stationary point processes. Annals of the Institute of Statistical Mathematics, 65(2), 387-412. https://doi.org/10.1007/s10463-012-0376-7

Prokesová, M., Dvorák, J. & Jensen, E. B. V. (2014). Two-step estimation procedures for inhomogeneous shot-noise Cox processes. Centre for Stochastic Geometry and Advanced Bioimaging, Aarhus University. CSGB Research Reports No. 02 http://math.au.dk/publs?publid=997

Prokesova, M., Hellmund, G. & Jensen, E. B. V. (2006). On spatio-temporal Lévy based Cox processes. In R. Lechnerová, I. Saxl & V. Benes (Eds.), Proceedings S⁴G, International Conference on Stereology, Spatial Statistics and Stochastic Geometry (pp. 111-116). Union Czech Mathematicians and Physicists.

Prokesova, M., Hahn, U. & Jensen, E. B. V. (2006). Statistics for locally scaled point processes. In A. Baddeley, P. Gregori, J. Mateu, R. Stoica & D. Stoyan (Eds.), Case Studies in Spatial Point Process Modelling (pp. 99-123). Springer. https://doi.org/10.1007/0-387-31144-0_5

Prokesova, M., Hellmund, G. & Jensen, E. B. V. (2006). Lévy based Cox processes for spatio-temporal modelling In A. M. Militino, M. D. Ugarte, B. Gonzalez-Ramajo & T. Goicoa (Eds.), Proceedings of the International Workshop on Spatio-Temporal Modelling (METMA3) (pp. 247-250). Instituto de Estadistica de Navarra.

Prado-Martinez, J., Sudmant, P. H., Kidd, J. M., Li, H., Kelley, J. L., Lorente-Galdos, B., Veeramah, K. R., Woerner, A. E., O'Connor, T. D., Santpere, G., Cagan, A., Theunert, C., Casals, F., Laayouni, H., Munch, K., Hobolth, A., Halager, A. E., Malig, M., Hernandez-Rodriguez, J. ... Marques-Bonet, T. (2013). Great ape genetic diversity and population history. Nature, 499, 471–475. https://doi.org/10.1038/nature12228

Podolskij, M. & Ziggel, D. (2007). 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/07/rp07_26.pdf

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

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

Podolskij, M. & Ziggel, D. (2010). New tests for jumps in semimartingale models. Statistical Inference for Stochastic Processes, 13(1), 15-41. https://doi.org/10.1007/s11203-009-9037-8

Podolskij, M. & Yoshida, N. (2013). Edgeworth expansion for functionals of continuous diffusion processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2013-33

Podolskij, M. & Wasmuth, K. (2013). Goodness-of-fit testing for fractional diffusions. Statistical Inference for Stochastic Processes, 16(2), 147-159. https://doi.org/10.1007/s11203-013-9082-1

Podolskij, M. & Yoshida, N. (2016). Edgeworth expansion for functionals of continuous diffusion processes. Annals of Applied Probability, 26(6), 3415-3455. https://doi.org/10.1214/16-AAP1179

Podolskij, M. (2015). Ambit fields: survey and new challenges. In R. H. Mena, J. C. Pardo, V. Rivero & G. U. Bravo (Eds.), XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013 (pp. 241-279). Springer. https://doi.org/10.1007/978-3-319-13984-5_12

Podolskij, M., Schmidt, C. & Ziegel, J. (2014). Limit theorems for nondegenerate U-statistics of continuous semimartingales. Annals of Applied Probability, 24(6), 2491-2526. https://doi.org/10.1214/13-AAP983

Podolskij, M. & Vetter, M. (2010). Understanding limit theorems for semimartingales: A short survey. Statistica Neerlandica, 64(3), 329-351. https://doi.org/10.1111/j.1467-9574.2010.00460.x

Podolskij, M. & Rosenbaum, M. (2012). Testing the local volatility assumption: A statistical approach. Annals of Finance, 8(1), 31-48. https://doi.org/10.1007/s10436-011-0180-z

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

Podolskij, M. (2010). Semimartingales. In R. Cont (Ed.), Encyclopedia of Quantitative Finance John Wiley.

Podolskij, M., Schmidt, C. & Vetter, M. (2015). On U- and V-statistics for discontinuous Itô semimartingale. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2015-52

Podolskij, M. & Thamrongrat, N. (2015). A weak limit theorem for numerical approximation of Brownian semi-stationary processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2015-53

Podolskij, M., Veliyev, B. & Yoshida, N. (2015). Edgeworth expansion for the pre-averaging estimator. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2015-60

Podolskij, M. & Thamrongrat, N. (2016). A weak limit theorem for numerical approximation of Brownian semi-stationary processes. In F. E. Benth & G. Di Nunno (Eds.), Stochastics of Environmental and Financial Economics (pp. 101-120). Springer. https://doi.org/10.1007/978-3-319-23425-0_4

Podolskij, M., Stelzer, R., Thorbjørnsen, S. & Veraart, A. (Eds.) (2016). The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. Springer. https://doi.org/10.1007/978-3-319-25826-3

Podolskij, M., Schmidt, C. & Vetter, M. (2017). On U- and V-statistics for discontinuous Ito semimartingales. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 53(3), 1007-1050. https://doi.org/10.1214/16-AIHP744

Podolskij, M. & Basse-O'Connor, A. (2017). On critical cases in limit theory for stationary increments Levy driven moving averages. Stochastics: An International Journal of Probability and Stochastic Processes , 89(1), 360-383. https://doi.org/10.1080/17442508.2016.1191493

Podolskij, M. & Lebovits, J. (2017). Estimation of the global regularity of a multifractional Brownian motion. Electronic Journal of Statistics, 11(1), 78-98. https://doi.org/10.1214/16-EJS1221

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Revised 06.09.2024

Lars Madsen