See also the Research Reports for publications within Probability Theory and Statistics.

2006

• 18 (October 2006)
  Time Change and Universality in Turbulence and Finance
  by Ole E. Barndorff-Nielsen, Jürgen Schmiegel and Neil Shephard
• 17 (October 2006)
  On estimating the asymptotic variance of stationary point processes
  by Lothar Heinrich and Michaela Prokesová
• 16 (September 2006)
  Optimal Expected Exponential Utility of Dividend Payments in a Brownian Risk Model
  by P. Grandits, F. Hubalek, W. Schachermayer and M. Zigo
• 15 (September 2006)
  Time change and universality in turbulence
  by Ole E. Barndorff-Nielsen and Jürgen Schmiegel
• 14 (August 2006)
  Lévy based growth models
  by Kristjana Ýr Jónsdóttir, Jürgen Schmiegel and Eva B. Vedel Jensen
  Published in Bernoulli 14, 62-90 (2008)
• 13 (August 2006)
  A Solution to Hammer's X-ray Reconstruction Problem
  by Richard J. Gardner and Markus Kiderlen
  Published in Adv. Math. 214, 323-343 (2007).
  The definitive full-text version is for instance available at ScienceDirect
• 12 (July 2006)
  Probability Measures, Lévy Measures, and Analyticity in Time
  by Ole E. Barndorff-Nielsen and Friedrich Hubalek
  Published in Bernoulli 14, 764-790.
• 11 (July 2006)
  Positive-Definite Matrix Processes of Finite Variation
  by Ole Eiler Barndorff-Nielsen and Robert Stelzer
  Published in Probability and Mathematical Statistics 27, 3-43.
• 10 (June 2006)
  Modelling resting state networks in the human brain
  by Thordis L. Thorarinsdottir and Eva B. Vedel Jensen
  Published in Proceedings S4G, International Conference on Stereology, Spatial Statistics and Stochastic Geometry, Union Czech Mathematicians and Physicists, pages 137-147 (2006)
• 09 (June 2006)
  Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
  by Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde and Neil Shephard
  Published in Econometrica 76, 1481-1536.
• 08 (June 2006)
  Bayesian image restoration, using configurations
  by T. L. Thorarinsdottir
• 07 (May 2006)
  To be and not to be: scale correlations in random multifractal processes
  by Jochen Cleve, Jürgen Schmiegel and Martin Greiner
• 06 (April 2006)
  On spatio-temporal Lévy based Cox processes
  by Michaela Prokesová, Gunnar Hellmund and Eva Vedel Jensen
  Published in Proceedings S4G, International Conference on Stereology, Spatial Statistics and Stochastic Geometry, Union Czech Mathematicians and Physicists, pages 111-116 (2006)
• 05 (February 2006)
  Limit theorems for multipower variation in the presence of jumps
  by Ole E. Barndorff-Nielsen, Neil Shephard and Matthias Winkel
  Published in Stoch. Proc. Appl. 116, 796-806.
• 04 (February 2006)
  Kolmogorov and the Turbulence
  by A. N. Shiryaev
• 03 (January 2006)
  Estimating the Euler Characteristic of a planar set from a digital image
  by Markus Kiderlen
  Published in J. Vis. Commun. Image R. 17, 1237-1255 (2006).
  The definitive full-text version is for instance available at ScienceDirect
• 02 (January 2006)
  Bayesian analysis of spatial point processes in the neighbourhood of Voronoi networks
  by Øivind Skare, Jesper Møller and Eva B. Vedel Jensen
  Published in Statistics and Computing 17, 369-379 (2007)
• 01 (January 2006)
  Sums of Dependent Lognormal Random Variables: Asymptotics and Simulation
  by Søren Asmussen and Leonardo Rojas-Nandayapa