ISSN 0902-9893

The Research Report series was started back in 1972, but it wasn't until 1999 what we started publishing the issues online. Below you will find all entries from before 1999. They are only available in paper form, though some are out of print.

1998–1972

• Number 402 (1998)
  Market forces and dynamic asset pricing
  by G. Peskir and J. Shorish
• Number 401 (1998)
  Probabilistic models of DNA sequence evolution with context dependent rates of substitution
  by J. L. Jensen and AM. K. Pedersen
  Adv. Appl. Prob. 32 (2000), 499-517
• Number 400 (1998)
  Sequential testing problems for Poisson processes
  by G. Peskir and A. N. Shiryaev
  Ann. Statist. Vol. 28, No. 3 (2000), 837-859
• Number 399 (1998)
  On the distribution of the surplus prior and at ruin
  by H. Schmidli
  ASTIN Bull. 29 (1999), 227-244
• Number 398 (1998)
  The Azéma-Yor embedding in Brownian motion with drift
  by G. Peskir
  Proc. High Dimensional Probability, Seattle (1999), Progr. Probab. Vol. 47, Birkhauser, Boston (2000), 207-221
• Number 397 (1998)
  The van Trees inequality for diffusion processes with small diffusion coefficient and asymptotic efficiency in a semiparametric problem
  by S. M. Iacus
• Number 396 (1998)
  Likelihood ratio test in the correlated gamma-frailty model
  by L. Korsholm
• Number 395 (1998)
  Connections between optimal stopping and stochastic control: An approach based on variational inequalities
  by T. Myhre
• Number 394 (1998)
  Distribution of the first ladder height of a stationary risk process perturbed by
  by H. Schmidli
  $\alpha$-stable Lévy motion
• Number 393 (1998)
  Maximal inequalities for the Ornstein-Uhlenbeck process
  by S. E. Graversen and G. Peskir
  Proc. Amer. Math. Soc. Vol. 128, No. 10 (2000), 3035-3041
• Number 392 (1998)
  Asymptotic normality of the maximum likelihood estimator in state space models
  by J. L. Jensen and N. V. Petersen
  Ann. Statist. 27 No. 2 (1999), 514-535
• Number 391 (1998)
  Controlling the velocity of Brownian motion by its terminal value
  by G. Peskir
  Analytic and Geometric Inequalities and their Applications (eds. T. M. Rassias and H. M. Srivastava), Math. Appl. Vol. 478, Kluwer Acad. Publ. Dordrecht (1999), 323-333
• Number 390 (1997)
  Solving non-linear optimal stopping problems by the method of time-change
  by J. L. Pedersen and G. Peskir
  Stochastic Anal. Appl. Vol. 18, No. 5 (2000) 811-835
• Number 389 (1997)
  Designing options give the risk: The optimal Shorokhod-imbedding problem
  by G. Peskir
  Stochastic Process. Appl. Vol. 81, No. 1 (1999), 25-38
• Number 388 (1997)
  An actuarial approach to option pricing under the physical measure and without market assumptions
  by M. Bladt and T. H. Rydberg
• Number 387 (1997)
  Discounted optimal stopping problems for the maximum process
  by J. L. Pedersen
• Number 386 (1997)
  The concept of risk in the theory of option pricing
  by G. Peskir
  Inform. Technol. Econom. Management, No. 1 (inaugural issue) (2001), 1-20.
• Number 385 (1997)
  The semiparametric normal variance-mean mixture model
  by L. Korsholm
• Number 384 (1997)
  Why financial data are interesting to statisticians
  by T. H. Rydberg
• Number 383 (1997)
  Exponential family inference for diffusion models
  by M. Sørensen
• Number 382 (1997)
  Small dispersion asymptotics for diffusion Martingale Estimating Functions
  by M. Sørensen
• Number 381 (1997)
  Phase transition and simulation for a penalized Ising model with applications in image analysis
  by R. Waagepetersen
• Number 380 (1997)
  Analysis of residuals from segmentation of noisy images
  by R. Waagepetersen
• Number 379 (1997)
  Exact distributional results for random resistance trees
  by O. E. Barndorff-Nielsen and T. H. Rydberg
  Scand. J. Statist. 27 (2000), no. 1, 129--141
• Number 378 (1997)
  A general class of exponential inequalities for martingales and ratios
  by V. H. de la Peña
• Number 377 (1997)
  Optimal stopping of the maximum process: The maximality principle
  by G. Peskir
  Ann. Probab 26, No. 4 (1998), 1614-1640
• Number 376 (1997)
  A reverse Markov inequality
  by S. E. Graversen, M. Rao and J. Sokolowski
• Number 375 (1997)
  Ridge type calibration
  by J. L. Jensen
• Number 374 (1997)
  On the effect of time variability of the wind on rates of aeolian sand transport
  by M. Sørensen
• Number 373 (1997)
  Best bounds in Doob's maximal inequality for Bessel processes
  by J. L. Pedersen
• Number 372 (1997)
  A note on models for stock prices
  by Jens L. Jensen and Jan Pedersen
  Revised version with the title "Ornstein-Uhlenbeck type processes with non-normal distributions" appeared in J. Appl. Prob. 36 (1999), 389-402
• Number 371 (1997)
  On the Brownian first-passage time over a one-sided stochastic boundary
  by G. Peskir and A. N. Shiryaev
  Theory Probab. Appl. Vol. 42, No. 3 (1997), 591-602
• Number 370 (1997)
  Tail probabilities for non-standard risk and queueing processes with subexponential jumps
  by S. Asmussen, H. Schmidli and V. Schmidt
  Adv. in Appl. Probab. 31, No. 1 (1999), 422-447
• Number 369 (1997)
  Infinite trees and inverse Gaussian random variables
  by O. E. Barndorff-Nielsen and T. H. Rydberg
  Ann. Fac. Sci. Toulouse VIII (1999), 25-34
• Number 368 (1997)
  Large deviation results for minimum contrast estimators
  by J. L. Jensen and A. T. A. Wood
  Ann. Stat. Math. 50 (1998), 673-695
• Number 367 (1997)
  Continuity of convex functions
  by J. Hoffmann-Jørgensen
• Number 366 (1997)
  Convergence in law of random elements and random sets
  by J. Hoffmann-Jørgensen
• Number 365 (1997)
  The arcsine law
  by J. Hoffmann-Jørgensen
• Number 338 (1997)
  The generalized Blaschke-Petkantschin formula - its proof and application in local stereology
  by E. B. V. Jensen and J. Nielsen
• Number 364 (1996)
  Computing the expectation of the Azéma-Yor stopping times
  by J. L. Pedersen and G. Peskir
  Ann. Inst. H. Poincaré Probab. Statist. Vol. 34, No. 2 (1998), 265-276
• Number 363 (1996)
  The best Doob-type bounds for the maximum of Brownian paths
  by G. Peskir
  Proc. High Dimensional Probability, Oberwolfach (1996). Progr. Probab. Vol. 43, Birkhauser, Basel (1998), 287-296
• Number 362 (1996)
  Compound sums and subexponentiality
  by H. Schmidli
  Bernoulli 5 (1999), 999-1012
• Number 361 (1996)
  On Paul Lévy's arc sine law and its generalization for symmetric self-similar diffusions
  by J. L. Vuolle-Apailay and S. E. Graversen
• Number 360 (1996)
  Optimal stopping in the L log L-inequality of Hardy and Littlewood
  by S. E. Graversen and G. Peskir
  Bull. London Math. Soc. Vol. 30, No. 2 (1998), 171-181
• Number 359 (1996)
  The integral analogue of the Hardy-Littlewoud L log L-inequality for Brownian motion
  by G. Peskir
  Math. Inequal. Appl. Vol. 1, No. 1 (1998), 137-148
• Number 358 (1996)
  A note on the optimality of the credibility of premium system
  by H. Schmidli
• Number 357 (1996)
  Log Gaussian Cox processes
  by J. Møller, A. R. Syversveen and R. P. Waagepetersen
  Scand. J. Statist, 25 (1998), 451-482.
• Number 356 (1996)
  On the distribution of some exponential functionals of the Brownian motion
  by S. E. Graversen
• Number 355 (1996)
  Optimal stopping inequalities for the integral of Brownian paths
  by G. Peskir
  J. Math. Anal. Appl. Vol. 222, No. 1 (1998), 244-254
• Number 354 (1996)
  A saddlepoint approximation for the number of uniform spacings exceeding a given level
  by J. L. Jensen
  Proceedings of the IV Symposium on Probability and Stochastic Processes, Gunanjuato, 1996
• Number 353 (1996)
  The volume of isotropic random projections of simplices
  by J. Nielsen
• Number 352 (1996)
  Efficiency of the pseudo-likelihood estimate in a one-dimensional lattice gas
  by J. L. Jensen
  Selected Proceedings of the Symposium on Estimating Functions, eds. I. Basawa, V. P. Godambe and R. L. Taylor (1997), 369-379
• Number 351 (1996)
  On exponential families of discrete time stochastic processes
  by M. Sørensen
• Number 350 (1996)
  A note on limit theorems for multivariate martingales
  by U. Küchler and M. Sørensen
• Number 349 (1996)
  Trees with random conductivities and the (reciprocal) inverse Gaussian distribution
  by O. E. Barndorff-Nielsen and A. E. Koudou
  Adv. Appl. Prob. 30 (1998), 409-424
• Number 348 (1996)
  Estimating functions for discretely observed diffusions: a review
  by M. Sørensen
• Number 347 (1996)
  Probability and statistics; selfdecomposability, finance and turbulence
  by O. E. Barndorff-Nielsen
  In L. Accardi and C. C. Heyde (eds.): Proceedings of the Conference "Probability towards 2000", held at Columbia University, New York, 2-5 October 1995. Berlin: Springer-Verlag (1998) 47-57
• Number 346 (1996)
  Asymptotic normality in the correlated gamma-frailty model
  by E. Parner
• Number 345 (1996)
  Consistency in the correlated gamma-frailty model
  by E. Parner
• Number 344 (1996)
  The normal inverse Gaussian Lévy process: simulation and approximation
  by T. H. Rydberg
• Number 343 (1996)
  Existence of unique equivalent martingale measures in a Markovian setting
  by T. H. Rydberg
  Finance and Stochastics 1 (1997), 251-257
• Number 342 (1996)
  Generalized hyperbolic diffusions with applications towards finance
  by T. H. Rydberg
• Number 341 (1996)
  Markov connected component fields
  by J. Møller and R. Waagepetersen
  Adv. Appl. Prob. (SSGA), 1997
• Number 340 (1996)
  Normal inverse Gaussian distributions and stochastic volatility modelling
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 24 (1997), 1-13
• Number 339 (1996)
  Processes of normal inverse Gaussian type
  by O. E. Barndorff-Nielsen
  Finance and Stochastics, 2 (1998), 41-68
• Number 336 (1996)
  Simple estimating functions for a discretely observed diffusion process
  by M. Kessler
• Number 337 (1995)
  On Doob's maximal inequality for Brownian motion
  by S. E. Graversen and G. Peskir
  Stochastic Process. Appl. Vol. 69, No. 1 (1997), 111-125
• Number 335 (1995)
  Optimal stopping and maximal inequalities for linear diffusions
  by S. E. Graversen and G. Peskir
  J. Theoret. Probab. Vol. 11, No. 1 (1998), 259-277
• Number 334 (1995)
  On estimation for discretely observed diffusions: a review
  by B. M. Bibby and M. Sørensen
  Theory of Stochastic Processes 2 (18), (1996), 49-56
• Number 333 (1995)
  An extension to the renewal theorem and an application to risk theory
  by H. Schmidli
  Ann. Appl. Probab. 7 (1997), 121-133
• Number 332 (1995)
  Estimating equations based on eigenfunctions for a discretely observed diffusion process
  by M. Sørensen and M. Kessler
• Number 331 (1995)
  A hyperbolic diffusion model for stock prices
  by M. Sørensen and B. M. Bibby
  Finance and Stochastics 1 (1997), 25-41
• Number 330 (1995)
  Optimal stopping and maximal inequalities for geometric Brownian motion
  by S. E. Graversen and G. Peskir
  J. Appl. Probab. 35, No. 4 (1998), 856-872
• Number 329 (1995)
  Statistics, yokes and symplectic geometry
  by O. E. Barndorff-Nielsen and P. E. Jupp
  Ann. Toulouse, 6 (1997), 389-427
• Number 328 (1995)
  A simple derivation of a natural large deviation modified likelihood ratio statistic
  by J. L. Jensen
  Scand. J. Statist (1997) 33-46
• Number 327 (1995)
  General exponential families
  by O. E. Barndorff-Nielsen
  Encyclopedia of Statistical Sciences, update volume 1 (1997) 246-261
• Number 326 (1995)
  A semimartingale approach to som problems in risk theory
  by M. Sørensen
  Astin Bullitin 26 (1996), 15-23
• Number 325 (1995)
  On the Russian option: An alternate derivation and expected waiting time
  by S. E. Graversen and G. Peskir
  Theory Probab. Appl. Vol. 42, No. 3 (1997), 564-575
• Number 324 (1995)
  A note on the Black-Scholes model as the limit of binomial models
  by Jan Pedersen
• Number 323 (1995)
  An application of Clark's formula in mathematical finance
  by Jan Pedersen
• Number 322 (1995)
  A class of continuous time complete models with jumps and the discrete time counterparts
  by Jan Pedersen
• Number 321 (1995)
  A note on Garch-type models as approximations to the solution of a stochastic differential equation driven by Lévy processes
  by Jan Pedersen
• Number 320 (1995)
  Two applications of stopped martingale problems
  by Jan Pedersen
• Number 319 (1995)
  On the construction of a class of switching processes
  by Jan Pedersen
• Number 318 (1995)
  Uniqueness for processes with only one jump
  by Jan Pedersen
• Number 317 (1995)
  Completeness of models with jumps
  by Jan Pedersen
• Number 316 (1995)
  Extremal problems in the maximal inequalities of Khintchine
  by S. E. Graversen and G. Peskir
  Math. Proc. Cambridge Philos. Soc. Vol. 123, No. 1 (1998), 169-177
• Number 315 (1995)
  The additive genetic gamma frailty model
  by I. R. Korsgaard and A. H. Andersen
• Number 314 (1995)
  Hyperbolic distribution wind, sea-level and wave data
  by P. Skyum, C. Christiansen and P. Blæsild
  Journal of Coastal Research, 12, 883-889
• Number 313 (1995)
  Computer simulation of Lévy $\alpha$-stable variances and processes
  by A. Weron and R. Weron
• Number 312 (1995)
  Fractal dimension notions
  by J. Hoffmann-Jørgensen
• Number 311 (1995)
  The Fubini-Tonelli theorem for Hausdorff integrals
  by J. Hoffmann-Jørgensen
• Number 310 (1995)
  Capacity kernels
  by J. Hoffmann-Jørgensen
• Number 309 (1995)
  Density theorems for (SIQ)-kernels
  by J. Hoffmann-Jørgensen
• Number 308 (1995)
  The increasing sets lemma
  by J. Hoffmann-Jørgensen
• Number 307 (1995)
  Hausdorff constructions
  by J. Hoffmann-Jørgensen
• Number 306 (1995)
  The abstract p-integral
  by J. Hoffmann-Jørgensen
• Number 305 (1995)
  On estimation in compartmental diffusion models
  by B. M. Bibby
• Number 303 (1995)
  Analysis of a tracer experiment based on compartmental diffusion models
  by B. M. Bibby
• Number 256 (1995)
  Yokes and symplectic structures
  by O. E. Barndorff-Nielsen and P. E. Jupp
• Number 304 (1994)
  The inequalities of Khintchine and expanding sphere of their action
  by G. Peskir and A. N. Shiryaev
  Uspekhi Mat. Nauk. Vol. 50, No 5, (1995), 3-62, Russian. Russian Math. Surveys Vol. 50, No. 5 (1995), 849-904, English
• Number 302 (1994)
  On the moment of some first passage times for exponential families of processes
  by M. Sørensen
• Number 301 (1994)
  On comparison of stopping times in sequential procedures for exponential families of stochastic processes
  by M. Sørensen
  Scand. J. Statist. 25 (1998), 331-343
• Number 300 (1994)
  Normal \\ inverse Gaussian processes and the modelling of stock returns
  by O. E. Barndorff-Nielsen
• Number 299 (1994)
  On large deviations and choice of ancillary for p* and the modified directed likelihood
  by O. E. Barndorff-Nielsen and A. Wood
  Bernoulli 4 (1998), 35-64
• Number 298 (1994)
  Optimal combination of martingale estimating functions for discretely observed diffusion processes
  by B. M. Bibby
• Number 297 (1994)
  Statistical analysis of Gaussian diffusion processes based on incomplete discrete observations
  by A. R. Pedersen
• Number 296 (1994)
  A generalization of a von Mises-Fisher conditional distribution result
  by C. Wiuf
• Number 295 (1994)
  Quasi-likelihood inference for discretely observed diffusion processes
  by A. R. Pedersen
• Number 294 (1994)
  Analysis of doubly censored data and the HIB incubation period distribution in Western Australia
  by I. R. James, S. J. Hogan and S. A. Mallal
• Number 293 (1994)
  Markov chain Monte Carlo and spatial point processes
  by J. Møller
  Proc. Seminaire Européen de Statistique Toulouse (1996): "Stochastic Geometry: Theory and Applications" (ed. W. S. Kendall). "Current trends in stochastic geometry with applications". O. E. Barndorff-Nielsen et al. (Eds), Chapman and Hall, 1996
• Number 292 (1994)
  Uniform residuals for discretely observed diffusion processes
  by A. R. Pedersen
• Number 291 (1994)
  Cramér-Lundberg approximations for ruin probabilities of risk processes pertubed by diffusion
  by H. Schmidli
  Insurance: Mathematics and Economics 16 (1995), 135-149
• Number 290 (1994)
  A two-compartment model with additive white noise
  by B. M. Bibby
• Number 289 (1994)
  Martingales and insurance risk
  by H. Schmidli
  Lecture Notes of the 8^th International Summer School on probability and mathematical statistics (Varna) (ed. A. Obretinov), Science Culture Technology publishing, Singapore, (1997) 155-188
• Number 288 (1994)
  Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models
  by O. E. Barndorff-Nielsen
  Biometrika 82 (1995), 489-499
• Number 287 (1994)
  On the effect of mid-air collisions on aeolian saltation
  by M. Sørensen and I McEwan
  Sedimentology 43, 65-76
• Number 286 (1994)
  Dual spaces and b-orthogeodesic models
  by C. Wiuf
• Number 285 (1994)
  Rotational versions of the Crofton formula
  by E. B. V. Jensen
  Adv. Appl. Prob. 27 (1995), 87-96
• Number 284 (1994)
  Saddlepoint approximations for the probability of ruin in finite time
  by O. E. Barndorff-Nielsen and H. Schmidli
  Scand. Actuar. J. 2 (1995), 169-186
• Number 283 (1994)
  Corrected diffusion approximations for a risk process with the possibility of borrowing and investment
  by H. Schmidli
  Schweiz: Verein. Versicherungsmath. Mitt. (1994) 71-82
• Number 282 (1994)
  Gamma-type results and other related properties of Poisson processes
  by J. Møller and S. Zuyev
  Adv. Appl. Prob. (SGSA) 28 (1994), 662-673
• Number 281 (1994)
  Two-index asymptotics
  by O. E. Barndorff-Nielsen
  In A. Melnikov (Ed.): Frontiers in Pure and Applied Probability II. Proceedings of the Fourth Russian-Finnish Symp. Prob. Th. Math. Statist., Moscow: TVP Science Publishers (1996), 9-20
• Number 280 (1994)
  L-nonformation, L-ancillarity and L-sufficiency
  by O. E. Barndorff-Nielsen
  In A. A. Novikov (Ed.): Statistics and Control of Stochastic Processes (1997). A Festschrift in Honour of A. N. Shiryaev, Moscow: TVP Sci. Publ., pp. 3-8
• Number 279 (1994)
  Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
  by H. J. Furrer and H. Schmidli
  Insurance: Mathematics and Economics 15 (1994), 23-36
• Number 278 (1994)
  Markov properties of cluster processes
  by A. J. Baddeley, M. N. M. van Lieshout and J. Møller
  Adv. Appl. Prob. (SGSA) 28 (1996), 346-355
• Number 277 (1994)
  Martingale estimation functions for discretely observed diffusion processes
  by M. Sørensen and B. M. Bibby
  Bernoulli 1 (1995), 17-39
• Number 276 (1994)
  Estimation of the abscissa of convergence of the moment generating functions
  by H. Schmidli
• Number 275 (1994)
  Generation of Johnson-Mehl crystals and comparative analysis of models for random nucleation
  by J. Møller
  Adv. Appl. Prob. (SGSA) 27 (1995), 367-383
• Number 274 (1993)
  Pseudo profile and directed likelihoods from estimating equations
  by O. E. Barndorff-Nielsen
  Ann. Inst. Statist. Math. 47 (1995), 461-464
• Number 273 (1993)
  Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes
  by A. R. Pedersen
  Bernoulli 1 (1995), 257-279
• Number 272 (1993)
  Maximum likelihood estimation based on incomplete observations for a class of discrete time stochastic processes by means of the Kalman filter
  by A. R. Pedersen
• Number 271 (1993)
  A note on Asian options
  by S. E. Graversen
• Number 270 (1993)
  A note on electrical networks and the inverse Gaussian distribution
  by O. E. Barndorff-Nielsen
  Adv. Appl. Prob. 26 (1994), 63-67
• Number 269 (1993)
  The natural exponential family generated by a semimartingale
  by M. Sørensen
  In Shiryaev, A. N. et al. (eds.): Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics, 177-186. TVP Science Publishers, Moscow
• Number 268 (1993)
  Martingales on noncompact manifolds: Maximal inequalities and prescribed limits
  by R. W. R. Darling
• Number 267 (1993)
  A note on pointwise expansions in Hermite polynimials of real functions
  by R. Labouriau
• Number 266 (1993)
  Modified directed likelihood and an asymptotic analogue of Basu's theorem
  by O. E. Barndorff-Nielsen
• Number 265 (1993)
  Asymptotic expansions in Hilberg space
  by V. V. Sazonov and V. V. Ulyanov
• Number 264 (1993)
  A new approach to maximum likelihood estimation for stochastic differential equations based on discrete observations
  by A. R. Pedersen
  Scand. J. Statist. 22 (1995), 55-71
• Number 263 (1993)
  Estimating distribution maps from atlas data using statistical methods of image analysis
  by H. Högmander and J. Møller
• Number 262 (1993)
  The Borel-Tanner distribution
  by J. Hoffmann-Jørgensen
• Number 261 (1993)
  Cuts in natural exponential families
  by O. E. Barndorff-Nielsen and A. E. Koudou
  Theory. Prob. Its Appl. 40 (1995), 361-372
• Number 260 (1993)
  Simulation procedures and likelihood inference for spatial proint processes
  by C. J. Geyer and J. Møller
  Scand. J. Statist. 21 (1994), 359-373
• Number 259 (1992)
  Stable and invariant adjusted likelihood roots
  by O. E. Barndorff-Nielsen and S. R. Chamberlin
  Biometrika 81 (1994), 485-499. Revised title: Stable and invariant adjusted directed likelihoods
• Number 258 (1992)
  Stable densities
  by J. Hoffmann-Jørgensen
• Number 257 (1992)
  Unbiased estimation of d-dimensional volume in $\mathbb{R}^n$ form an isotropic random slice through a fixed point
  by E. B. V. Jensen and K. Kiêu
  Adv. Appl. Prob. 26 (1994), 1-12
• Number 255 (1992)
  Adjusted likelihood inference about interest parameters
  by O. E. Barndorff-Nielsen
  Theory. Probab. Its Appl. 38 (1993), 213-232
• Number 254 (1992)
  Curved exponential families of stochastic processes and their envelope families
  by U. Küchler and M. Sørensen
  Ann. Inst. Statist. Math. 48 (1996), 61-74
• Number 253 (1992)
  River networks: - a brief guide to the literature, for statisticians and probabilists
  by O. E. Barndorff-Nielsen
  In O. E. Barndorff-Nielsen, J. L. Jensen, and W. S. Kendall (Eds.): Networks and Chaos - Statistical and probabilistic Aspects. London: Chapman and Hall (1993), 276-287
• Number 252 (1992)
  Diversity of evidence, and Birnbaum's Theorem. (With discussion)
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 22 (1995), 513-522
• Number 251 (1992)
  Exponential families of stochastic processes with time-continuous maximum likelihood functions
  by U. Küchler and M. Sørensen
  Scand. J. Statist. 21 (1994), 421-431
• Number 250 (1992)
  Maximum likelihood estimation in exponential orthogeodesic models
  by P. Blæsild
  Ann. Inst. Statist. Math. 46 (1994), 43-55
• Number 249 (1992)
  On effects of discretiazation on estimators of drift parameters for diffusion processes
  by P. E. Kloeden, H. Schurz, E. Platen and M. Sørensen
  J. Appl. Prob. 33 (1996), 1061-1076
• Number 248 (1992)
  HYP - a computer program for analyzing data by means of the hyperbolic distribution
  by P. Blæsild and M. K. Sørensen
• Number 247 (1992)
  The rotator
  by E. B. Jensen and H. J. G. Gundersen
  J. Microsc. 170 (1993), 35-44
• Number 246 (1992)
  Extensions of the Swendsen-Wang algorithm for simulating spatial point processes
  by J. Møller
• Number 245 (1992)
  Chaotic dynamics systems with a view towards statistics - A review
  by J. L. Jensen
  In O. E. Barndorff-Nielsen, D. R. Cox, J. L. Jensen, and W. S. Kendall (eds.): Chaos and Networks. Statistical and Probabilistic Aspects. London: Chapman and Hall
• Number 244 (1992)
  Modified profile likelihood for curved exponential models
  by O. E. Barndorff-Nielsen
  – research report did not appear in the series
• Number 243 (1992)
  Comments on nonparametric predictions of sunspot numbers
  by J. L. Jensen
  The Astronomical Journal 105 (1993), 350-352
• Number 242 (1992)
  A statistical turbulence model
  by O. E. Barndorff-Nielsen, J. L. Jensen and M. Sørensen
  Annales Geophysicae 11 (1993), 99-103
• Number 241 (1992)
  Some stationary processes in discrete and continuous time
  by O. E. Barndorff-Nielsen, J. L. Jensen and M. Sørensen
• Number 240 (1992)
  The behaviour of the correlation integral in the non-linear time series case
  by M. Bøgsted Hansen
• Number 237 (1992)
  Multivariate variance functions and inference
  by O. E. Barndorff-Nielsen
• Number 227 (1992)
  On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes
  by J. L. Jensen and H. R. Künsch
  Ann. Inst. Statist. Math. 46 (1994), 475-486
• Number 239 (1991)
  Finite-dimensional algebraic representations of the infinite phylon group
  by O. E. Barndorff-Nielsen, P. Blæsild, A. L. Carey, P. E. Jupp, M. Mora and M. K. Murray
  Acta Appl. Math. 28 (1992), 219-252
• Number 238 (1991)
  A note on the tail accuracy of the univariate saddlepoint approximation
  by O. E. Barndorff-Nielsen and C. Klüppelberg
  Annales de la Faculté des Sciences de Toulouse, Serie 6, Vol. I (1992), 5-14
• Number 236 (1991)
  Stochastic calculus, statistical asymptotics, Taylor strings and phyla
  by O. E. Barndorff-Nielsen, P. E. Jupp and W. S. Kendall
  Annales de la Faculté des Sciences de Toulouse, Serie 6, Vol. III (1994), 5-62
• Number 235 (1991)
  Two side estimates for the Gaussian measure of the complements of balls in Hilbert space
  by W.-D. Richter and V. V. Ulyanov
  Theory Probab. Appl. 36 (1991), No. 4
• Number 234 (1991)
  Stereological estimation based on isotropic slices through fixed points
  by K. Kiêu and E. B. V. Jensen
  J. Microsc. 170 (1993), 45-51
• Number 233 (1991)
  On exponential families of Markov processes
  by U. Küchler and M. Sørensen
  J. Statist. Plann. Inference 66 (1998), 3-19
• Number 232 (1991)
  A note on asymptotic expansions for sums over a weakly dependent random field
  by J. L. Jensen
  Ann. Inst. Math. Statist. 45 (1993), 353-360
• Number 231 (1991)
  A note on a conjecture of H. E. Daniels
  by J. L. Jensen
  REPRABE 6 (1992), 85-95
• Number 230 (1991)
  Exponential families of stochastic processes and Lévy processes
  by U. Küchler and M. Sørensen
  J. Statist. Plann. Inference 39 (1994), 211-237
• Number 229 (1991)
  Stochastic models of sand transport by wind and two related estimation problems
  by M. Sørensen
  Int. Statist. Rev. 61 (1993), 245-255
• Number 228 (1991)
  Information carriers and inference about interest parameters
  by O. E. Barndorff-Nielsen
  Bull. Int. Statist. Inst. Vol 54 (1991), Book 3, Topic 25 (1991), 1-24
• Number 226 (1991)
  Information carriers, extended likelihood and adjusted versions of profile likelihood and likelihood roots
  by O. E. Barndorff-Nielsen
  J. R. Statist. Soc. B 56 (1994), 125-140. Revised title: Adjusted versions of profile likelihood and directed likelihood, and extended likelihood
• Number 225 (1991)
  Distributional shape triangles with some applications in sedimentology
  by O. E. Barndorff-Nielsen, C. Christiansen and D. Hartmann
  Acta Mech. Suppl. 2 (1991), 37-47
• Number 224 (1991)
  Estimating a K-function for two types of particles, using stereological data
  by K. Kiêu
• Number 223 (1991)
  The relation of r* to saddlepoint approximations
  by J. L. Jensen
  Biometrika 79 (1992), 693-703
• Number 222 (1991)
  Orthogeodesic models
  by O. E. Barndorff-Nielsen and P. Blæsild
  Ann. Statist. 21 (1993), 1018-1039
• Number 221 (1991)
  A type of second order asymptotic independence
  by O. E. Barndorff-Nielsen and P. Blæsild
  J. Roy. Statist. Soc. B 54 (1992), 897-901
• Number 220 (1991)
  Random Johnson-Mehl tessellations
  by J. Møller
  Adv. Appl. Prob. 24 (1992), 814-844
• Number 219 (1991)
  Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
  by J. L. Jensen
  Scand. Acturarial J. (1991), 154-168
• Number 218 (1991)
  A historical sketch and some new results on the improved log likelihood ratio statistic
  by J. L. Jensen
  Scand. J. Statist. 20 (1993), 1-15
• Number 217 (1991)
  A coarea formula for multiple geometric integrals
  by K. Kiêu
  Math. Nachr. 156 (1992), 75-86
  – research report is out of print
• Number 207 (1991)
  Formulas for asymptotic statistical calculations
  by O. E. Barndorff-Nielsen, P. Blæsild, L. Pace and A. Salvan
• Number 200 (1991)
  Proper dispersion models
  by O. E. Barndorff-Nielsen and B. Jørgensen
• Number 180 (1991)
  A new integral geometric formula of the Blaschke-Petkantschin type
  by E. B. V. Jensen and K. Kiêu
  Math. Nachr. 156 (1992), 57-74
  – research report is out of print
• Number 216 (1990)
  The likelihood yokes and stable cumulants
  by O. E. Barndorff-Nielsen and P. Blæsild
  Scand. J. Statist. 20 (1993), 83-87
• Number 215 (1990)
  An ancillary invariant modification of the signed log likelihood ratio
  by O. E. Barndorff-Nielsen and S. R. Chamberlin
  Scand. J. Statist. 18 (1991), 341-352
• Number 214 (1990)
  An analytical model of wind-blown sand transport
  by M. Sørensen
  Acta Mech. Suppl. 1 (1991), 67-81
• Number 213 (1990)
  A review of recent progress in our understanding of aeolian sediment transport
  by R. S. Anderson, M. Sørensen and B. B. Willetts
  Acta Mech. Suppl. 1 (1991), 1-19
• Number 212 (1990)
  A note on stereological estimation of the second moment of particle volume
  by E. B. Jensen and F. Sørensen
  J. Microsc. 164 (1991), 21-27
• Number 211 (1990)
  Modified signed log likelihood ratio
  by O. E. Barndorff-Nielsen
  Biometrika 78 (1991), 557-563
• Number 210 (1990)
  Asymptotic normality of estimates in spatial point processes
  by J. L. Jensen
  Scand. J. Statist. 20 (1993), 97-109
• Number 209 (1990)
  Hyperbolic distributions: Cumulants, skewness and kurtosis
  by P. Blæsild
• Number 208 (1990)
  The shape cone of the d-dimensional hyperbolic distribution
  by P. Blæsild
• Number 206 (1990)
  Derivative strings, differential strings and semi-holomic jets
  by P. E. Jupp
  Proc. R. Soc. London A 436 (1992), 89-98
• Number 205 (1990)
  Yokes: Orthogonal and extended normal coordinates
  by P. Blæsild
• Number 204 (1990)
  Improved likelihood ratio tests for the gamma distribution
  by J. L. Jensen and L. Bach Kristensen
  An extended version has appeared in Commun. Statist. - Theory Meth. 20 (1991), 1515-1532
• Number 199 (1990)
  Some parametric models on the simplex
  by O. E. Barndorff-Nielsen and B. Jørgensen
  J. Mult. Anal. 39 (1991), 106-116
• Number 184 (1990)
  Parametric models of spatial birth-and-death processes with a view to modelling linear dune fields
  by J. Møller and M. Sørensen
  Scand. J. Statist. 21 (1994), 1-19
• Number 181 (1990)
  Recent developments in the stereological analysis of particles
  by E. B. V. Jensen
  Ann. Inst. Statist. Math. 43 (1991), 455-468
• Number 203 (1989)
  Pseudolikelihood for exponential family models of spatial processes
  by J. L. Jensen and J. Møller
  Ann. Appl. Probab. 1 (1991), 445-461
• Number 202 (1989)
  Asymptotic inference for a semi-parametric estimator of natural mortality
  by O. E. Barndorff-Nielsen, I. R. James and G. M. Leigh
  Biometrika 76 (1989), 803-805
• Number 201 (1989)
  Invited contribution to discussion of D. A. Sprott: Inferential estimation, likelihood, and linear pivotals
  by O. E. Barndorff-Nielsen
  Can. J. Statist. 18 (1990), 12-14
  – research report is out of print
• Number 198 (1989)
  A note on the standardized signed log likelihood ratio
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 17 (1990), 157-160
• Number 197 (1989)
  Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
  by J. L. Jensen
  Probab. Th. and Related Fields 89 (1991), 181-199
• Number 196 (1989)
  Sorting, Texture and structure
  by O. E. Barndorff-Nielsen
  Proc. R. Soc. Edinburgh 96 B (1989), 167-179
• Number 195 (1989)
  Invited contribution to discussion of A. Pázman: Small-Sample distributional properties of non-linear regression estimators (A Geometric approach)
  by O. E. Barndorff-Nielsen
  Statistics 21 (1990), 350-353
• Number 194 (1989)
  On the temporal-spatial variation of sediment size distributions
  by O. E. Barndorff-Nielsen and M. Sørensen
  Acta Mech. Suppl. 2 (1991), 1-22
• Number 193 (1989)
  A large deviation type approximation for the "Box-class" of likelihood ratio criteria
  by J. L. Jensen
  J. Amer. Statist. Assoc. 86 (1991), 437-440
• Number 192 (1989)
  Information quantities in non-classical settings
  by O. E. Barndorff-Nielsen and M. Sørensen
  Comp. Statist. Data Anal. 12 (1991), 143-158
• Number 191 (1989)
  p* and Laplace's method
  by O. E. Barndorff-Nielsen
  REBRAPE 4 (1990), 89-103
• Number 190 (1989)
  Invited contribution to the discussion of R. E. Kass: The geometry of asymptotic inference
  by O. E. Barndorff-Nielsen
  Statist. Sci. 4 (1989), 222-227
• Number 189 (1989)
  Uniform saddlepoint approximations and log-concave densities
  by J. L. Jensen
  J. Roy. Statist. Soc. B 53 (1991), 157-172
• Number 188 (1989)
  Estimation of structural anisotropy based on volume orientation. A new concept
  by A. Odgaard, E. B. Jensen and H. J. G. Gundersen
  J. Microsc. 157 (1990), 149-162
• Number 187 (1989)
  Alternating sums of derivative costrings
  by P. Blæsild
• Number 186 (1989)
  The chain graph Markov property
  by M. Frydenberg
  Scand. J. Statist. 17 (1990), 333-353
• Number 185 (1989)
  Approximate interval probabilities
  by O. E. Barndorff-Nielsen
  J. Roy Statist. Soc. B 52 (1990), 485-496
• Number 182 (1989)
  Modelling an aggregate of space-filling cells from sectional data
  by J. Møller, E. B. Jensen, J. S. Petersen and H. J. G. Gundersen
  – research report is out of print
• Number 162 (1989)
  Asymptotic likelihood theory for stochastic processes. A review
  by O. E. Barndorff-Nielsen and M. Sørensen
  Internat. Statist. Rev. 62 (1994), 133-165
• Number 183 (1988)
  Differential strings: basic theory
  by P. Blæsild and M. Mora
  Expo. Math. 10 (1992), 249-273
• Number 179 (1988)
  Is the "Improved likelihood ratio statistic" really improved in the discrete case?
  by M. Frydenberg and J. L. Jensen
  Biometrika 76 (1989), 655-661
• Number 178 (1988)
  Some asymptotic properties of quasi likelihood estimators for semimartingales
  by M. Sørensen
  In P. Mandl and Husková (Eds.): Proceedings of the Fourth Prague Symposium on Asymptotic Statistics. Charles University, Prague (1989) 469-479
• Number 177 (1988)
  Higher derivatives in geometry and physics
  by B. L. Foster
  Proc. R. Soc. London A 423 (1989), 443-455
• Number 176 (1988)
  A note on asymptotic normality in the thermodynamic limit at low densities
  by J. L. Jensen
  Adv. Appl. Math. 12 (1991), 387-399
• Number 175 (1988)
  Aeolean erosion on a gently sloping sand formation. A note
  by O. E. Barndorff-Nielsen
• Number 174 (1988)
  On the stereological estimation of reduced moment measures
  by E. B. Jensen, K. Kieu and H. J. G. Gundersen
  Ann. Inst. Statist. Math. 42 (1990), 445-461
• Number 173 (1988)
  Yokes and tensors derived from yokes
  by P. Blæsild
  Ann. Inst. Statist. Math. 43 (1991), 95-113
• Number 172 (1988)
  Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
  by M. Mora
  Ann. Inst. Statist. Math. 44 (1992), 63-84
• Number 171 (1988)
  On quasi likelihood for semimartingales
  by M. Sørensen
  Stoch. Proc. Appl. 35 (1990), 331-346
• Number 170 (1988)
  A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps
  by M. Sørensen
  In Markov Processes and Control Theory. Eds.: H. Langer and V. Nollau. Akademie-Verlag, Berlin (1989) 229-234
• Number 169 (1988)
  Inversion and index notation
  by O. E. Barndorff-Nielsen and P. Blæsild
  In The Art of Statistical Science. Ed.: K. V. Mardia (1992) 132-151, New York: Wiley
• Number 168 (1988)
  Fundamental stereological formulae based on isotropically oriented probes through fixed points - with applications to particle analysis
  by E. B. Jensen and H. J. G. Gundersen
  J. Microsc. 153 (1989), 249-267
• Number 167 (1988)
  A modified iterative proportional scaling algorithm for estimation in regular exponential families
  by M. Frydenberg and D. Edwards
  Comp. Statist. Data Anal. 8 (1989), 143-153
• Number 166 (1988)
  Marginalization and collapsibility in graphical association models
  by M. Frydenberg
  Ann. Statist. 18 (1990), 790-805
  – research report is out of print
• Number 165 (1988)
  On some differential geometric concepts of relevance to statistics
  by O. E. Barndorff-Nielsen
  In Geometrization of Statistical Theory, Proceedings of the GST Workshop, University of Lancaster, 28-31 October 1987. Ed.: C. T. J. Dodson. ULDM Publications, University of Lancaster (1987) 53-90
  – research report is out of print
• Number 164 (1988)
  Comments on paper by N. Reid: "Saddlepoint methods and statistical inference"
  by O. E. Barndorff-Nielsen
  Statist. Sci. 3 (1988), 213-238
• Number 161 (1988)
  Approximating exponential models
  by O. E. Barndorff-Nielsen and P. E. Jupp
  Ann. Inst. Stat. Math. 41 (1989), 247-267
  – research report did not appear in the series
• Number 159 (1988)
  Likelihood methods for diffusions with jumps
  by M. Sørensen
  In N. U. Pabhu and I. V. Basawa (eds.): Statistical Inference in Stochastic Processes, Marcel Dekker, New York (1991), 67-105
• Number 155 (1988)
  Generalized higher order differentiation
  by O. E. Barndorff-Nielsen, P. Blæsild and M. Mora
  Acta Appl. Math. 16 (1989), 243-259
• Number 145 (1988)
  Wind shear and hyperbolic distributions
  by O. E. Barndorff-Nielsen, J. L. Jensen and M. Sørensen
  Boundary-Layer Mateorology 46 (1989), 417-431
• Number 141 (1988)
  Radioactive tracer studies of grain progress in aeolian sand transport. A statistical analysis
  by M. Sørensen
• Number 140 (1988)
  Sand transport studies in a wind tunnel using radioactive grains. Report on a pilot experiment
  by O. E. Barndorff-Nielsen, J. L. Jensen, H. L. Nielsen, K. Rømer Rasmussen and M. Sørensen
• Number 163 (1987)
  On the rate of convergence of spatial birth-and-death processes
  by J. Møller
  Ann. Inst. Stat. Math. 41 (1989), 565-581
• Number 160 (1987)
  Further analogies between expected and observed geometries of statistical models
  by P. Blæsild
  – research report is out of print
• Number 158 (1987)
  Exponential families of stochastic processes: A unifying semimartingale approach
  by U. Küchler and M. Sørensen
  Internat. Statist. Rev. 57 (1989), 123-144
  – research report is out of print
• Number 157 (1987)
  Coordinatefree definition of structurally symmetric derivative strings
  by O. E. Barndorff-Nielsen and P. Blæsild
  Adv. Appl. Math. 9 (1988), 1-6
• Number 156 (1987)
  Differential geometry and statistics: Some mathematical aspects
  by O. E. Barndorff-Nielsen
  Indian J. Math. 29 (1987), 335-350
• Number 154 (1986)
  Invited contribution to Memorial Volume of Acta Stereologica: The corpuscle problem: reevaluation using the disector
  by E. B. Jensen and H. J. G. Gundersen
  Acta Stereol. 6 Suppl. II (1987), 105-122
  – research report is out of print
• Number 153 (1986)
  Likelihood, ancillarity and strings
  by O. E. Barndorff-Nielsen
  In Proceedings of the 1st World Congress of the Bernoulli Society for Mathematical Statistics and Probability, Vol. 2 (1987), 205-213
• Number 152 (1986)
  Derivative strings: contravariant aspect
  by O. E. Barndorff-Nielsen and P. Blæsild
  Proc. R. Soc. London A 411 (1987), 421-444
• Number 151 (1986)
  Invited contribution to the discussion of D. R. Cox and N. Reid: Parameter orthogonality and approximate conditional inference
  by O. E. Barndorff-Nielsen
  J. Roy. Stat. Soc. B 49 (1987), 18-20
• Number 150 (1986)
  Stereological analysis of particles of varying ellipsoidal shape
  by J. Møller
  J. Appl. Prob. 25 (1988), 322-335
• Number 149 (1986)
  Erosion, deposition and size distributions of sand
  by O. E. Barndorff-Nielsen and C. Christiansen
  Proc. R. Soc. London A 417 (1988), 335-352
• Number 148 (1986)
  Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete
  by J. L. Jensen
  Prob. Th. Rel. Fields 81 (1989), 507-519
• Number 147 (1986)
  Uniform saddlepoint approximations
  by J. L. Jensen
  Adv. Appl. Prob. 20 (1988), 622-634
  – research report is out of print
• Number 146 (1986)
  Strings: Mathematical theory and statistical examples
  by O. E. Barndorff-Nielsen and P. Blæsild
  Proc. R. Soc. London A 411 (1987), 155-176
  – research report is out of print
• Number 144 (1986)
  Sand, wind and statistics: some recent investigations
  by O. E. Barndorff-Nielsen
  Acta Mech. 64 (1986), 1-18
• Number 143 (1986)
  A note on the calculation of Bartlett adjustments
  by O. E. Barndorff-Nielsen and P. Blæsild
  J. Roy. Stat. Soc. B 48 (1986), 353-358
• Number 142 (1986)
  Strings, tensorial combinants, and Bartlett adjustments
  by O. E. Barndorff-Nielsen
  Proc. Roy. Soc. London A 406 (1986), 127-137
• Number 139 (1986)
  Bartlett adjustments
  by O. E. Barndorff-Nielsen and P. Blæsild
  – research report did not appear in the series
• Number 138 (1985)
  A simple derivation of a formula of Blaschke and Petkantschin
  by J. Møller
  – research report is out of print
• Number 137 (1985)
  Design- and model-based stereological analysis of arbitrarily shaped particles
  by E. B. Jensen
  Scand. J. Statist. 14 (1987), 161-180
  – research report is out of print
• Number 136 (1985)
  Standardized log likelihood ratio statistics for mixtures of discrete and continuous observations
  by J. L. Jensen
  Ann. Statist. 15 (1987), 314-324
• Number 135 (1985)
  Stereological versions of integral geometric formulae for n-dimensional ellipsoids
  by E. B. Jensen and J. Møller
  J. Appl. Prob. 23 (1986), 1031-1037
• Number 134 (1985)
  Similar tests and the standardized log likelihood ratio statistic
  by J. L. Jensen
  Biometrika 73 (1986), 567-572
• Number 133 (1985)
  The central limit theorem for stochastic processes II
  by N. T. Andersen and V. Dobric
• Number 132 (1985)
  Mixed log model derivatives, cumulants of log likelihood derivatives and asymptotic expansions
  by O. E. Barndorff-Nielsen
  – research report did not appear in the series
• Number 131 (1985)
  Estimation of some aeolian saltation transport parameters: A reanalysis of Williams' data
  by J. L. Jensen and M. Sørensen
  Sedimentology 33 (1986), 547-558
• Number 130 (1985)
  On sequential maximum likelihood estimation for exponential families of stochastic processes
  by M. Sørensen
  Internat. Statist. Rev. 54 (1986), 191-210
  – research report is out of print
• Number 129 (1985)
  On the accuracy of the chi-squared approximation of the Bartlett adjusted log likelihood ratio statistics for three testing problems
  by J. Møller
• Number 128 (1985)
  Geographical distribution of selected surnames in Jutland
  by J. L. Boldsen
• Number 127 (1985)
  Likelihood and observed geometries
  by O. E. Barndorff-Nielsen
  Ann. Statist. 14 (1986), 856-873
  – research report is out of print
• Number 126 (1985)
  Inference on full or partial parameters, based on the standardized signed log likelihood ratio
  by O. E. Barndorff-Nielsen
  Biometrika 73 (1986), 307-322
• Number 125 (1985)
  The Hanstholm experiment 1982. Sand grain saltation on a beach
  by J. L. Jensen, K. R. Rasmussen, M. Sørensen and B. B. Willetts
• Number 122 (1985)
  Profile likelihood, marginal likelihood and differential geometry of composite transformation models
  by O. E. Barndorff-Nielsen and P. E. Jupp
  Ann. Statist. 16 (1988), 1009-1043
  – research report is out of print
• Number 121 (1985)
  Properties of modified profile likelihood
  by O. E. Barndorff-Nielsen
  In J. Lanke and G. Lindgren (eds.): Contributions to Properbility and Statistics i Honour of Gunnar Blom. Lund, 1985, 25-38
• Number 124 (1984)
  The central limit theorem for stochastic processes
  by N. T. Andersen and V. Dobric
• Number 123 (1984)
  Asymptotic expansions in the pure birth process
  by J. L. Jensen
  Scand. J. Statist. 14 (1987), 305-318
• Number 120 (1984)
  Necessary conditions for reproductivity of combinations of reproductive exponential models
  by O. E. Barndorff-Nielsen and P. Blæsild
• Number 119 (1984)
  A central limit theorem for non-separable valued functions
  by N. T. Andersen
• Number 118 (1984)
  Differential geometry, profile likelihood and L-sufficiency
  by O. E. Barndorff-Nielsen and P. E. Jupp
  Ann. Statist. 16 (1988), 1009-1043
  – research report is out of print
• Number 117 (1984)
  Testing proportionality of two multivariate normal distributions
  by P. S. Eriksen
• Number 116 (1984)
  Proportionality of covariance matrices
  by P. S. Eriksen
  Ann. Statist. 15 (1987), 732-748
• Number 115 (1984)
  Statistical models for stereological inference about spatial structures: On the applicability of best linear unbiased estimators in stereology
  by E. B. Jensen and R. Sundberg
  Biometrics 42 (1986), 735-751
• Number 114 (1984)
  Tests and confidence limits for interest parameters in exponential models
  by O. E. Barndorff-Nielsen
• Number 113 (1984)
  Inference for the mean of a gamma distribution with unknown shape parameter
  by J. L. Jensen
  Scand. J. Statist. 13 (1986), 135-151
• Number 112 (1984)
  Saddlepoint formulas for reproductive exponential models
  by P. Blæsild and J. L. Jensen
  Scand. J. Statist. 12 (1985), 193-202
• Number 111 (1984)
  On conditional inference for the Ornstein-Uhlenbeck process
  by M. Sørensen
  – research report did not appear in the series
• Number 110 (1984)
  Classes of diffusion-type processes with a sufficient reduction
  by M. Sørensen
  Statistics 17 (1986), 585-596
  – research report is out of print
• Number 109 (1984)
  Contribution to the discussion of A. P. Dawid: Statistical theory. The prequential approach
  by O. E. Barndorff-Nielsen
  J. R. Statist. Soc. A 147 (1984), 290-292
  – research report is out of print
• Number 108 (1984)
  Reproductive models
  by O. E. Barndorff-Nielsen and P. Blæsild
  In Encyclopedia of Statistical Sciences, Vol. 8 (1988) 86-89. New York: Wiley
  – research report is out of print
• Number 107 (1984)
  Combination of reproductive models
  by O. E. Barndorff-Nielsen and P. Blæsild
  Ann. Statist. 16 (1988), 323-341
• Number 106 (1984)
  Differential and integral geometry in statistical inference
  by O. E. Barndorff-Nielsen
  In Differential Geometry in Statistical Inference. Lecture Notes - Monograph Series. Institute of Math. Stat. Hayward, (1987) 95-162
  – research report is out of print
• Number 105 (1984)
  Stereological estimation of the mean volume of arbitrary particles observed on random sections
  by H. J. G. Gundersen and E. B. Jensen
  J. Microsc. 138 (1985), 127-142
• Number 104 (1984)
  Confidence limits from $c \vert \hat{j} \vert^{1/2} \bar{L}$
  by O. E. Barndorff-Nielsen
  Has appeared in Scand. Statist. 12 (1985), 83-87, under the title "Confidence limits from $c \vert \hat{j} \vert^{1/2} \bar{L}$., in the single-parameter case"
  – research report is out of print
• Number 103 (1984)
  Existence and uniqueness of the maximum likelihood estimator in exponential transformation models
  by P. S. Eriksen
• Number 102 (1984)
  Bartlett adjustments for structured covariances
  by J. Møller
  Scand. J. Statist. 13 (1984), 1-15
  – research report is out of print
• Number 101 (1984)
  A note on the structure theorem for exponential transformation models
  by P. S. Eriksen
  – research report is out of print
• Number 100 (1984)
  Contribution to the discussion of S. L. Lauritzen: Extreme point models in statistics
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 11 (1984), 83-84
• Number 98 (1984)
  Recent trends in stereology
  by E. B. Jensen, A. J. Baddeley, H. J. G. Gundersen and R. Sundberg
  Internat. Statist. Rev. 53 (1985), 99-108
• Number 97 (1984)
  The effect of sampling rules on likelihood statistics
  by O. E. Barndorff-Nielsen and D. R. Cox
  Internat. Statist. Rev. 52 (1984), 309-326
  – research report is out of print
• Number 99 (1983)
  A design-based proof of Wicksell's integral equation
  by E. B. Jensen
  J. Microsc. 136 (1984), 345-348
  – research report is out of print
• Number 96 (1983)
  On conditionality resolution and the likelihood ratio for curved exponential models
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 11 (1984), 157-170), (Amendment: Scand. J. Statist. 12 (1985), 191
  – research report is out of print
• Number 95 (1983)
  On the application of statistical methods in stereology
  by E. B. Jensen
• Number 94 (1983)
  Random test systems and their use in the sampling of intercepts through non-convex bodies in Euclidian space
  by E. B. Jensen
• Number 93 (1983)
  The fascination of sand. With three appendices by R. A. Bagnold
  by O. E. Barndorff-Nielsen, P. Blæsild, J. L. Jensen and M. Sørensen
  In A. C. Atkinson and S. E. Fienberg (eds.): A Celebrations of Statistics, Centenary Volume of the ISI. Springer-Verlag, Heidelberg, 1986, pp. 57-87
• Number 92 (1983)
  Bartlett adjustments to the likelihood ratio statistic and the distribution of the maximum likelihood estimator
  by O. E. Barndorff-Nielsen and D. R. Cox
  J. R. Statist. Soc. B 46 (1984), 483-495
• Number 91 (1983)
  Maximum likelihood estimation of the hyperbolic parameters form grouped observations
  by J. L. Jensen
  Computers & Geosciences 14 (1988), 389-408
  – research report is out of print
• Number 90 (1983)
  Particle sizes and their distributions estimated from line- and point-sampled intercepts. Including graphical unfolding
  by H. J. G. Gundersen and E. B. Jensen
  J. Microsc. 131 (1983), 291-310
• Number 89 (1983)
  Reinterpreting "segmented" grainsize curves
  by C. Christiansen, P. Blæsild and K. Dalsgaard
  Geol. Mag. 121 (1984), 47-51
• Number 88 (1982)
  A statistical evaluation of the basis for predicting stature fom lengths of long bones in European populations
  by J. Boldsen
  Amer. J. Phys. Anthropol. 65 (1989), 305-311
• Number 87 (1982)
  Reproductive exponential families
  by O. E. Barndorff-Nielsen and P. Blæsild
  Ann. Statist. 11 (1983), 770-782
• Number 86 (1982)
  Exponential models with affine dual foliations
  by O. E. Barndorff-Nielsen and P. Blæsild
  Ann. Statist. 11 (1983), 753-769
• Number 85 (1982)
  A model for saltating trajectories - evaluated by means of trap data
  by J. L. Jensen and M. Sørensen
  – research report is out of print
• Number 84 (1982)
  The usefulness of tests for multivariate normality in physical anthropology
  by J. L. Boldsen and M. Sørensen
  Ozza 9 (1984), 13-18
• Number 83 (1982)
  A note on exact saddlepoint approximations
  by J. L. Jensen
  A revised version has been incorporated in Research Report 112
• Number 82 (1982)
  Similar tests and confidence regions for the group parameter of an exponential transformation model
  by J. L. Jensen
• Number 81 (1982)
  Parametric statistical models and inference: Some aspects
  by O. E. Barndorff-Nielsen
  A strongly revised and partly expanded version of the paper has appeared in Biometrika 70 (1983), 343-365, under the title "On a formula for the distribution of the maximum likelihood estimator"
  – research report is out of print
• Number 80 (1982)
  Cluster analysis - a means of analyzing mixed populations
  by J. L. Boldsen
  Ozza 8 (1983), 31-41
• Number 79 (1982)
  On he Bessel process corresponding to an Ornstein-Uhlenbeck process
  by B. Eie
  Scand. J. Statist. 10 (1983), 247-250
• Number 78 (1982)
  A sampling experiment leading to the full exponential family generated by the censored exponential distribution
  by M. Væth
• Number 77 (1982)
  (k,1) exponential transformation models
  by P. S. Eriksen
  Scand. J. Statist. 11 (1984), 129-145
• Number 76 (1982)
  The distribution of stature among Danish conscripts - 1852-56
  by J. L. Boldsen and D. Kronborg
  Ann. Hum. Biol. 11 (1984), 555-565
• Number 75 (1981)
  Contribution to the discussion of R. J. Buehler: Some ancillary statistics and their properties
  by O. E. Barndorff-Nielsen
  J. Amer. statist. Assoc. 77 (1982), 590-591
• Number 74 (1981)
  The relation between size and distance travelled for winddriven sand grains - results and discussion of a pilot experiment using coloured sand
  by O. E. Barndorff-Nielsen, J. L. Jensen and M. Sørensen
  In B. Mutlu and A. Müller (eds.): Proceedings of Euromech 156, Mechanics of Sediment Transport, Istanbul, 12-14 July 1982, 55-64. A. A. Balkema, Rotterdam
• Number 73 (1981)
  On maximum likelihood estimation in randomly stopped type processes
  by M. Sørensen
  Internat. Statist. Rev. 51 (1983), 93-110
• Number 72 (1981)
  Distribution of crosscorrelations in two-dimensional time series, with application to dendrochronology
  by D. Kronborg
• Number 71 (1981)
  A note on the fiducial inference for the Fisher distribution of s sphere
  by J. L. Jensen
• Number 70 (1981)
  On the use of Wald's test in exponental families
  by M. Væth
  Internat. Statist. Rev. 53 (1985), 199-214
• Number 69 (1981)
  Stereological ratio estimation based on counts from intergral test systems
  by E. B. Jensen and H. J. G. Gundersen
  J. Microscopy 125 (1982), 51-66
• Number 68 (1980)
  Hyperbolic distriburtions and ramifications: contributions to theory and applications
  by O. E. Barndorff-Nielsen and P. Blæsild
  In C. Taillie, G. P. Patil and B. A. Baldessari (eds.): Statistical Distributions in Scientific Work. Vol. 4 (1981), 19-44, D. Reidel Publ. Co., Dordrecht
• Number 67 (1980)
  Multivariate distributions of hyperbolic type
  by P. Blæsild and J. L. Jensen
  In C. Taillie, G. P. Patil and B. A. Baldessari (eds.): Statistical Distributions in Scientific Work. Vol. 4 (1981), 45-66, D. Reidel Publ. Co., Dordrecht
• Number 66 (1980)
  A comparison of the Efron-Hinkley ancillary and the likelihood ration ancillary in a particular example
  by B. V. Pedersen
  Ann. Statist. 9 (1981), 1328-1333
• Number 65 (1980)
  The hyperbolic distribution in statistical physics
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 9 (1982), 43-46
• Number 64 (1980)
  Normal variance-mean mixtures and z-distributions
  by O. E. Barndorff-Nielsen, J. Kent and M. Sørensen
  Internat. Statist. Rev. 50 (1982), 145-159
• Number 63 (1980)
  On the exsistence of stimus-event relations for sensory neurons: a statistical method
  by J. G. Pedersen
  Biol. Cybernetics 38 (1980), 201-202
• Number 62 (1980)
  Hyperbolic distributions
  by O. E. Barndorff-Nielsen and P. Blæsild
  In S. Kotz and N. S. Johnson (eds.): Encyclopedia of Statistical Sciences 3 (1983), 700-707, Wiley, New York
• Number 61 (1980)
  Exponential transformation models
  by O. E. Barndorff-Nielsen, P. Blæsild, J. L. Jensen and B. Jørgensen
  Proc. Roy. Soc. London A 379 (1982), 41-65
  – research report is out of print
• Number 60 (1980)
  A test for the exponential distribution with censored data
  by M. Væth
• Number 59 (1980)
  On the hyperboloid distribution
  by J. L. Jensen
  Scand. J. Statist. 8 (1981), 193-206
• Number 58 (1980)
  Conditionality resolutions
  by O. E. Barndorff-Nielsen
  Biometrika 67 (1980), 293-310
  – research report is out of print
• Number 57 (1980)
  Global maxima, and likelihood in linear models
  by O. E. Barndorff-Nielsen and P. Blæsild
• Number 56 (1980)
  Variation in particle size distribution over a small dune. A statistical analysis
  by G. Schou
• Number 55 (1980)
  A stochastic model for sand sorting a wind tunnel
  by O. E. Barndorff-Nielsen and J. N. Darroch
  Adv. Appl. Prob. 13 (1981), 282-297
• Number 51 (1980)
  Variation in particle size distribution over a small dune
  by O. E. Barndorff-Nielsen, K. Dalsgaard, C. Halgreen, H. Kuhlman, J. T. Møller and G. Schou
  Sedimentology 29 (1982), 53-65
• Number 54 (1979)
  The mixed Edgeworth-sadlepoint approximation
  by B. V. Pedersen
• Number 53 (1979)
  A note on skewness and kurtosis for the hyperbolic distribution
  by O. E. Barndorff-Nielsen, P. Blæsild and G. Schou
  – research report is out of print
• Number 52 (1979)
  The simulation of generalised inverse Gaussian, generalised hyperbolic, gamma and related random variables
  by A. C. Atkinson
  SIAM J. Sci. Statist. comput. 3 (1982), 502-515
  – research report is out of print
• Number 50 (1979)
  Likelihood prediction
  by O. E. Barndorff-Nielsen
  Symposia Mathematica XXV (1981), 11-24
• Number 49 (1979)
  Multiplicative and additive models and interactions
  by J. N. Darroch and T. P. Speed
  Reduced version in Ann. Statist. 11 (1983)
• Number 48 (1979)
  Contributions to the discussion of O. E. Barndorff-Nielsen and D. R. Cox: Edgeworth and saddlepoint approximations with statistical applications
  by B. Jørgensen and B. V. Pedersen
  J. Roy. Statist. Soc. B 41 (1979), 309-310
• Number 47 (1979)
  The pattern of natural size distributions
  by R. A. Bagnold and O. E. Barndorff-Nielsen
  Sedimentiology 27 (1980), 199-207
  – research report is out of print
• Number 46 (1979)
  Approximating conditional distributions by the mixed Edgeworth-saddlepoint expansion
  by B. V. Pedersen
  Biometrika 66 (1979), 597-604
• Number 45 (1979)
  Hyperbolic likelihood.
  by O. E. Barndorff-Nielsen
  G. Kallianpur, P. R. Krishnaiah, J. K. Ghosh (eds.): Statistics and Probability: Essays in Honor of C. R. Rao (1982), 67-76, North-Holland Publishing Company
• Number 43 (1979)
  A small sample study of occurrence/exposure rates for rare events
  by G. Schou and M. Væth
  Scand. Actuarials J. 4 (1980), 209-225
• Number 44 (1978)
  Contribution to the discussion of F. W. Steutel: Infinite divisibility in theory and practice
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 6 (1979), 64
  – research report is out of print
• Number 42 (1978)
  Models for non-Gaussian variation with applications to turbulence
  by O. E. Barndorff-Nielsen
  Proc. Roy. Soc. London A 368 (1979), 501-520
• Number 41 (1978)
  Edgeworth and saddle-point approximations with statistical applications
  by O. E. Barndorff-Nielsen and D. R. Cox
  J. Roy Statist. Soc. B 41 (1979), 279-312
  – research report is out of print
• Number 40 (1978)
  On the two-dimensional hyperbolic distribution and some related distributions; with an application to Johansen's bean data
  by P. Blæsild
  Biometrika 68 (1981), 251-263
• Number 39 (1978)
  Comments on paper by B. Efron and D. Hinkley
  by O. E. Barndorff-Nielsen
  Biometrika 65 (1978), 482-483
  – research report is out of print
• Number 38 (1978)
  A note on the behaviour of the occurrence/exposure rates when the survival distribution is not exponential
  by M. Væth
  Scand. J. Statist. 6 (1979), 77-80
• Number 37 (1978)
  The shape of the generalized inverse Gaussian and hyperbolic distribution
  by P. Blæsild
  The main results are contained in Research Report No. 68
  – research report is out of print
• Number 36 (1978)
  Exponential lifetesting with uniform censoring. A small-sample study
  by M. Væth
  – research report is out of print
• Number 33 (1978)
  Two-way analysis with correlated residuals
  by A. Holst Andersen, E. B. Jensen and G. Schou
  Internat. Statist. Rev. 49 (1981), 153-167
  – research report is out of print
• Number 35 (1977)
  Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
  by C. Halgreen
  Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 47 (1979), 13-18
• Number 34 (1977)
  A note on the likelihood equation in the ABO blood group system
  by J. G. Pedersen
  Ann. Hum. Genet. 42 (1978), 231-237
• Number 32 (1977)
  Contribution to the discussion of D. V. Lindley: "The Bayesian approach"
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 5 (1978), 15-17). and Contribution to the discussion of C. E. Särndal: "Design-based and model-based inference in survey sampling". (Scand. J. Statist. 5 (1978), 48-49
• Number 31 (1977)
  A Generalization of the exponential distribution to convex sets in R^K
  by P. Blæsild
  Scand. J. Statist. 5 (1978), 189-194
  – research report is out of print
• Number 30 (1977)
  Conditioning with conic sections in the two-dimensional normal distribution
  by P. Blæsild
  Ann. Statist. 7 (1979), 659-670
  – research report is out of print
• Number 29 (1977)
  Hyperbolic distributions and distributions on hyperbolae
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 5 (1978), 151-157
  – research report is out of print
• Number 28 (1977)
  Simple correlated autoregressive processes
  by F. Risager
  – research report is out of print
• Number 27 (1977)
  Distributions of residual partial autocorrelations in autoregressive integrated moving average time series models
  by F. Risager
• Number 26 (1977)
  Estimation of the concentration parameter in von Mises-Fisher distributions
  by G. Schou
  Biometrika 65 (1978), 369-377
• Number 25 (1977)
  First hitting time models for the generalized inverse Gaussian distribution
  by O. E. Barndorff-Nielsen, P. Blæsild and C. Halgreen
  Stochastic Processes Appl. 7 (1978), 49-54
  – research report is out of print
• Number 24 (1977)
  Prediction functions
  by P. E. Mathiasen
  Scand. J. Statist. 6 (1979), 1-21
• Number 18 (1977)
  On the asymptotic difference between the likelihood and plausibility functions in exponential families
  by E. B. Jensen
  Scand J. Statist. 6 (1979), 41-44
• Number 17 (1977)
  Conditional plausibility inference in contingency tables
  by E. B. Jensen
  Scand. J. Statist. 5 (1978), 129-140
• Number 23 (1976)
  Contribution to the discussion of D. R. Cox: "The role of significance tests"
  by O. E. Barndorff-Nielsen
  Scand. J. Statist. 4 (1977), 67-69
  – research report is out of print
• Number 22 (1976)
  Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
  by O. E. Barndorff-Nielsen and C. Halgreen
  Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 38 (1977), 309-312
  – research report is out of print
• Number 21 (1976)
  On conditional inference for deviation from Hardy-Weinberg distribution
  by O. E. Barndorff-Nielsen
  Symposium on Measuring Selection in Natural Populations) Lecture Notes in Biomathematics 19 (1977), 148-157. Heidelberg: Springer-Verlag
• Number 20 (1976)
  Exponentially decreasing log-size distributions
  by O. E. Barndorff-Nielsen
  Proc Roy Soc. London A 353 (1977), 401-419
• Number 19 (1976)
  A note on the sampling distribution of the maximum likelihood estimators in a competing exponential risks model
  by M. Væth
  Scand. Actuar. J. 2 (1977), 81-87
• Number 16 (1975)
  Bioassays with exponential, in particular Poisson, response distribution
  by O. E. Barndorff-Nielsen and P. Blæsild
  – research report is out of print
• Number 15 (1975)
  Some remarks concerning Rasch's model for reading speed
  by O. E. Barndorff-Nielsen
• Number 14 (1975)
  Asymptotic results for exponential families
  by A. Holst Andersen
  – research report did not appear in the series
• Number 13 (1975)
  Nonformation
  by O. E. Barndorff-Nielsen
  Biometrika 63 (1976), 567-571
• Number 12 (1975)
  Plausibility inference
  by O. E. Barndorff-Nielsen
  J. Roy. Statist. Soc. Ser. B 38 (1976), 103-131
  – research report is out of print
• Number 11 (1975)
  On the minimal sufficiency of the likelihood function
  by O. E. Barndorff-Nielsen, J. Hoffmann-Jørgensen and K. Pedersen
  Scand. J. Statist. 3 (1976), 37-38
• Number 10 (1975)
  On affine hypothesis in the multivariate normal families
  by M. Erlandsen
  – research report is out of print
• Number 9 (1974)
  On strong unimodality and M-ancillarity with applications to contingency tabels
  by J. Granfeldt Pedersen
  Scand. J. Statist. 2 (1975), 127-137
  – research report is out of print
• Number 8 (1974)
  Multidimensional contingency tables
  by A. Holst Andersen
  Scand. J. Statist. 1 (1974), 115-127
  – research report is out of print
• Number 7 (1974)
  On strong unimodality of two-dimensional discrete distributions with applications to M-ancillarity
  by J. Granfeldt Pedersen
  Scand. J. Statist. 2 (1975), 99-102
  – research report is out of print
• Number 6 (1974)
  Factorization of likelihood functions or full exponential families
  by O. E. Barndorff-Nielsen
  J. Roy. Statist. soc. B 38 (1976), 37-44
  – research report is out of print
• Number 5 (1974)
  S-ancillarity in exponential families
  by O. E. Barndorff-Nielsen and P. Blæsild
  Sankhya A 37 (1975), 354-385
  – research report is out of print
• Number 4 (1973)
  On estimation and testing for the folded normal distribution
  by R. Sundberg
  Comm. Statist. 3 (1974), 55-72
  – research report is out of print
• Number 3 (1973)
  On M-ancillarity
  by O. E. Barndorff-Nielsen
  Biometrika 60 (1973), 447-455
  – research report is out of print
• Number 2 (1972)
  On the parametrization of autoregressive models by partial autocorrelations
  by O. E. Barndorff-Nielsen and G. Schou
  J. Multivariate Anal. 3 (1973), 408-419
  – research report is out of print
• Number 1 (1972)
  Unimodality and exponential families
  by O. E. Barndorff-Nielsen
  Comm. Statist. 1 (1973), 189-216