Publications

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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

Podolskij, M., Veliyev, B. & Yoshida, N. (2017). Edgeworth expansion for the pre-averaging estimator. Stochastic Processes and Their Applications, 127(11), 3558-3595 . https://doi.org/10.1016/j.spa.2017.03.001

Podolskij, M. & Rosenbaum, M. (2018). Comment on: Limit of Random Measures Associated with the Increments of a Brownian Semimartingale: Asymptotic behavior of local times related statistics for fractional Brownian motion. Journal of Financial Econometrics, 16(4), 588-598. https://doi.org/10.1093/jjfinec/nbx036

Podolskij, M., Veliyev, B. & Yoshida, N. (2018). Edgeworth expansion for Euler approximation of continuous diffusion processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2018-28

Podolskij, M., Veliyev, B. & Yoshida, N. (2020). Edgeworth expansion for Euler approximation of continuous diffusion processes. Annals of Applied Probability, 30(4), 1971-2003. https://doi.org/10.1214/19-AAP1549

Pimentel Maia, R., Madsen, P. & Labouriau, R. (2014). Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits. Journal of Applied Statistics, 41(6), 1286-1306. https://doi.org/10.1080/02664763.2013.868416

Pimentel Maia, R., Madsen, P. & Labouriau, R. (2013). Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits. (pp. 1-36). ArXiv. http://arxiv.org/abs/1303.0810

Perry, D. & Asmussen, S. (1995). Rejection rules in the M/G/1 queue. Queueing Systems Theory Appl., 19(1-2), 105-130.

Pérez-Abreu, V. & Ørnsen, S. T. (2026). On Ole E. Barndorff-Nielsen’s contributions to classical and free infinite divisibility and Lévy processes. Bernoulli, 32(1), 5-23. https://doi.org/10.3150/25-BEJ1896

Penner, R., Andersen, E. S., Jensen, J. L., Kantcheva, A. K., Bublitz, M., Nissen, P., Rasmussen, A. M. H., Svane, K. L., Hammer, B., Rezazadegan, R., Nielsen, N. C., Nielsen, J. T. & Andersen, J. E. (2014). Hydrogen bond rotations as a uniform structural tool for analyzing protein architecture. Nature Communications, 5, Article 5803. https://doi.org/10.1038/ncomms6803

Pelizzola, M., Laursen, R. & Hobolth, A. (2023). Model selection and robust inference of mutational signatures using Negative Binomial non-negative matrix factorization. BMC Bioinformatics, 24(1), Article 187. https://doi.org/10.1186/s12859-023-05304-1

Pelizzola, M., Tanderup, K., Chopra, S., Jürgenliemk-Schulz, I. M., Nout, R., Kirchheiner, K. & Spampinato, S. (2023). Co-occurrence of symptoms after radiochemotherapy in locally advanced cervix cancer patients: a cluster analysis. Acta oncologica (Stockholm, Sweden), 62(11), 1479-1487. https://doi.org/10.1080/0284186X.2023.2271252

Pelizzola, M., Behr, M., Li, H., Munk, A. & Futschik, A. (2021). Multiple haplotype reconstruction from allele frequency data. Nature Computational Science, 1(4), 262-271. https://doi.org/10.1038/s43588-021-00056-5

Pelck, J. S. & Labouriau, R. (2020). Using Multivariate Generalised Linear Mixed Models for Studying Roots Development: An Example Based on Minirhizotron Observations. ArXiv. https://arxiv.org/abs/2011.00546

Pelck, J. S., Maia, R. P., Pinheiro, H. P. & Labouriau, R. (2021). A Multivariate Methodology for Analysing Students' Performance Using Register Data. ArXiv.

Pelck, J. S., Holthusen, H., Edelenbos, M., Luca, A. & Labouriau, R. (2021). Multivariate Methods for Detection of Rubbery Rot in Storage Apples by Monitoring Volatile Organic Compounds: An Example of Multivariate Generalised Mixed Models.

Pelck, J. S. & Labouriau, R. (2021). Conditional Inference for Multivariate Generalised Linear Mixed Models. arXiv:stat.ME. https://arxiv.org/abs/2107.11765

Pelck, J. S. & Labouriau, R. (2021). Multivariate Generalised Linear Mixed Models With Graphical Latent Covariance Structure. arXiv:stat.ME.

Peerstrup Ahrendt, L., Labouriau, R., Malmkvist, J., Nicol, C. J. & Christensen, J. W. (2015). Development of a standard test to assess negative reinforcement learning in horses. Applied Animal Behaviour Science, 169, 38-42. https://doi.org/10.1016/j.applanim.2015.05.005

Pedersen, J. (2006). The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Levy processes. Journal of Theoretical Probability, 18, 209-235.

Pedersen, A.-M. K. & Jensen, J. L. (2001). A dependent-rates model and an MCMC-based methodology for the maximum-likelihood analysis of sequences with overlapping reading frames. Molecular Biology and Evolution, 18, 763-776. http://mbe.oxfordjournals.org/cgi/content/full/18/5/763

Pedersen, J. (2002). Periodic Ornstein-Uhlenbeck processes driven by Levy processes. Journal of Applied Probability, 39, 748-763.

Pedersen, J. (2003). The Lévy-Itô decomposition of an independently scattered random measure. MaPhySto, University of Aarhus.

Pedersen, J. & Sato, K. (2003). Cone-parameter Convolution Semigroups and their Subordination. Tokyo Journal of Mathematics, 26(2), 503-525.

Pedersen, J. & Sato, K. (2004). Relations between cone-parameter Levy processes and convolution semigroups. J. Math. Soc. Japan, 56(2), 541-559.

Pedersen, J. & Sato, K. (2003). Semigroups and processes with parameter in a cone. MaPhySto, University of Aarhus.

Pedersen, J. & Sato, K. (2003). The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes. MaPhySto, University of Aarhus.

Pedersen, U. V., Svendsen, A., Blæsild, P. & Andersen, T. (2002). Lifetime measurement of the metastable B^- ion using an electrostatic ion storage ring. Journal of Physics B: Atomic, Molecular and Optical Physics, 35, 2811.

Pedersen, J. & Sato, K.-I. (2004). Semigroups and processes with parameter in a cone. In N. M. Chuong, L. Nirenberg & W. Tutschke (Eds.), Abstract and applied analysis: proceedings of the International Conference held in Hanoi, August 17-21, 2002 (pp. 499-513). World Scientific.

Pedersen, J. & Sauri, O. (2015). On Lévy semistationary processes with a gamma kernel. 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. 217-239). Springer. https://doi.org/10.1007/978-3-319-13984-5_11

Pedersen, J., Nyord, T., Feilberg, A. & Labouriau, R. (2021). Analysis of the effect of air temperature on ammonia emission from band application of slurry. Environmental Pollution, 282, Article 117055. https://doi.org/10.1016/j.envpol.2021.117055

Pedersen, J., Nyord, T., Feilberg, A., Labouriau, R., Hunt, D. & Bittman, S. (2021). Effect of reduced exposed surface area and enhanced infiltration on ammonia emission from untreated and separated cattle slurry. Biosystems Engineering, 211, 141-151. https://doi.org/10.1016/j.biosystemseng.2021.09.003

Pedersen, J., Hafner, S. D., Karlsson, V., Pacholski, A. S., Labouriau, R. & Kamp, J. N. (2023). Optimized design of flux chambers for online measurements of NH3 emission after field application of slurry with full-scale farm machinery. Abstract from EGU General Assembly 2023, Vienna, Austria. https://doi.org/10.5194/egusphere-egu23-12677

Pedersen, J., Romio, C., Labouriau, R., Pacholski, A. S. & Hafner, S. D. (2023). Mitigating ammonia emission from slurry digestate applied to winter wheat crops: effect of digestate composition, digestate treatment, and application technique. Abstract from RAMIRAN, Cambridge, United Kingdom.

Pedersen, J., Labouriau, R. & Feilberg, A. (2024). Effect of separation and air-plasma technology on NH3 emissions from field applied biogas digestate and pig slurry to grassland. 53. Abstract from N Workshop, Aarhus, Denmark. https://conferences.au.dk/fileadmin/conferences/2024/nworkshop/Book_of_abstracts_NW2024.pdf

Pedersen, J., Hafner, S. D., Pacholski, A. S., I. Karlsson, V., Rong, L., Labouriau, R. & Kamp, J. N. (2024). Evaluation of optimized flux chamber design for measurement of ammonia emission after field application of slurry with full-scale farm machinery. Atmospheric Measurement Techniques, 17(14), 4493–4505. https://doi.org/10.5194/amt-17-4493-2024

Pedersen, J., Labouriau, R. & Feilberg, A. (2024). Effect of slurry separation and air-plasma treatment on NH₃ and VOC emissions from field applied biogas digestate and pig slurry to grassland. Biosystems Engineering, 247, 257-266. https://doi.org/10.1016/j.biosystemseng.2024.09.014

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Revised 03.03.2026

Lars Madsen