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Institut for Matematik

Publications

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Jensen, E. B. V., Jónsdóttir, K. Ý., Schmiegel, J. & Barndorff-Nielsen, O. E. (2007). Spatio-temporal modelling: with a view to biological growth. I B. Finkenstadt, L. Held & V. Isham (red.), Statistical methods for spatio-temporal systems (s. 47-76). Chapman /. Monographs on Statistics and applied Probability Bind 107

Asmussen, S. & Glynn, P. W. (2007). Stochastic simulation: algorithms and analysis. Springer. Stochastic modelling and applied probability Bind 57

Christensen, O. F., Frydenberg, M., Jensen, J. L. & Pedersen, J. G. (2007). Tests and confidence intervals for an extended variance component using the modified likelihood ratio statistic. Scandinavian Journal of Statistics, 34(2), 347-364. https://doi.org/10.1111/j.1467-9469.2006.00520.x

Goertz, S. & Klose, A. (2007). The single-sink fixed-charge transportation problem: Applications and solution methods. I Management logistischer Netzwerke: Entscheidungsunterstützung, Informationssysteme und OR-Tools (s. 383-406). Physica-Verlag.

Barndorff-Nielsen, O. E. & Schmiegel, J. (2007). Time Change, Volatility, and Turbulence. Department of Mathematical Sciences , University of Aarhus.

Barndorff-Nielsen, O. E. & Shephard, N. (2007). Variation, jumps, market frictions and high frequency data in financial econometrics. I R. Blundell, W. Newey & T. Persson (red.), Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress Cambridge University Press. Econometric Society Monographs Bind 43

Barndorff-Nielsen, O. E., Graversen, S-E., Jacod, J., Podolskij, M. & Shephard, N. (2006). A central limit theorem for realised power and bipower variations of continuous semimartingales. I Y. Kabanov, R. Liptser & J. Stoyanov (red.), From stochastic calculus to mathematical finance: the Shiryaev Festschrift (s. 33-68). Springer. https://doi.org/10.1007/978-3-540-30788-4_3

Baddeley, A., Dorph-Petersen, K-A. & Jensen, E. B. V. (2006). A note on the stereological implications of irregular spacing of sections. Journal of Microscopy, 222, 177-181. https://doi.org/10.1111/j.1365-2818.2006.01585.x

Thorbjørnsen, S., Haagerup, U. & Schultz, H. (2006). A random matrix approach to the lack of projections in C*_red(F_2). Advances in Mathematics, (204), 1-83.

Klose, A. (2006). Algorithms for solving the single-sink fixed-charge transportation problem. Computers & Operations Research, 35(6), 2079-2092. https://doi.org/10.1016/j.cor.2006.10.011

Buitenhuis, A. J., Kjaer, J. B., Labouriau, R. & Juul-Madsen, H. R. (2006). Altered Circulating Levels of Serotonin and Immunological Changes in Laying Hens Divergently Selected for Feather Pecking Behavior. Poultry Science, 85(10), 1722-1728. http://ps.fass.org/cgi/content/full/85/10/1722

Klose, A. (2006). Analysis of Some Greedy Algorithms for the Single-Sink Fixed-Charge Transportation Problem. http://www.imf.au.dk/publs?id=633

Kiderlen, M. (2006). Blaschke- and Minkowski-endomorphisms of convex bodies. Trans. Am. Math. Soc., 358(12), 5539-5564.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2006). Classical and Free Infinite Divisibility and Lévy Processes. I O. E. Barndorff-Nielsen, U. Franz, R. Gohm, B. Kümmerer & S. Thorbjørnsen (red.), Quantum Independent Increment Processes II: structure of quantum Lévy processes, classical probability, and physics (s. 33-160). Springer.

Barndorff-Nielsen, O. E. & Shephard, N. (2006). Comment on "Realized variance and market microstructure noise" by Hansen, P. and Lunde. A. Journal of Business and Economic Statistics, 24(2), 179-181.

Buitenhuis, A. J., Gregersen, V. R., Labouriau, R., Høj, A., Vingborg, R. & Lund, M. S. (2006). Confirmation study of QTL for body weight in pigs. I Book of abstracts: CD communication 13-07, 4 pp (s. 142). WCGALP. http://www.wcgalp8.org.br/wcgalp8/articles/paper/13_505-1498.pdf

Guldbrandtsen, B. & Labouriau, R. (2006). Confirming QTL. I Book of abstracts: CD communication 22-26, 3 pp (s. 203). WCGALP. http://www.wcgalp8.org.br/wcgalp8/articles/paper/22_729-1059.pdf

Gardner, R., Kiderlen, M. & Milanfar, P. (2006). Convergence of Algorithms for Reconstructing Convex Bodies and Directional Measures. Annals of Statistics, 34(3), 1331-1374.

Madsen, P., Sørensen, P., Su, G., Damgaard, L. H., Thomsen, H. & Labouriau, R. (2006). DMU - a package for analyzing multivariate mixed models. I Book of abstracts: CD communication 27-11, 2 pp (s. 247). WCGALP. http://www.wcgalp8.org.br/wcgalp8/articles/paper/27_302-413.pdf

Barndorff-Nielsen, O. E., Hansen, P. R., Lunde, A. & Shephard, N. (2006). Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Malmkvist, J., Pedersen, L. J., Damgaard, B. M., Thodberg, K., Jørgensen, E. & Labouriau, R. (2006). Does floor heating around parturition affect the vitality of piglets born to loose housed sows? Applied Animal Behaviour Science, 99, 88-105. https://doi.org/10.1016/j.applanim.2005.10.007

Barndorff-Nielsen, O. E. & Shephard, N. (2006). Econometrics of testing for jumps in financial economics using bipower variation. J. Fin. Econometrics, 4(1), 1-30.

Kiderlen, M. (2006). Estimating the Euler Characteristic of a planar set from a digital image. Journal of Visual Communication and Image Representation, 17, 1237-1255.

Dette, H., Podolskij, M. & Vetter, M. (2006). Estimation of integrated volatility in continuous-time financial models with applications to goodness-of-fit testing. Scandinavian Journal of Statistics, 33(2), 259-278. https://doi.org/10.1111/j.1467-9469.2006.00479.x

Pawlas, Z. & Jensen, E. B. V. (2006). Further results on variances of local stereological estimators. Image Analysis and Stereology, 25, 155-163. http://www.wise-t.com/ias/article.php?id=193&year=2006&issue=11

Barndorff-Nielsen, O. E. & Shephard, N. (2006). Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes. J. Econometrics, 131, 217-252.

Asmussen, S. & Kroese, D. P. (2006). Improved algorithms for rare event simulation with heavy tails. Advances in Applied Probability, 38(2), 545-558.

Barndorff-Nielsen, O. E., Maejima, M. & Sato, K. (2006). Infinite divisibility for stochastic processes and time change. J. Theor. Probab., 19, 411-446.

Barndorff-Nielsen, O. E., Graversen, S-E., Jacod, J. & Shephard, N. (2006). Limit theorems for bipower variation in financial econometrics. Econometric Theory, 22(4), 677-719. https://doi.org/10.1017/S0266466606060324

Barndorff-Nielsen, O. E., Shephard, N. & Winkel, M. (2006). Limit theorems for multipower variation in the presence of jumps. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Barndorff-Nielsen, O. E., Shephard, N. & Winkel, M. (2006). Limit theorems for multipower variation in the presence of jumps. Stochastic Process. Appl., 116(5), 796-806.

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

Barndorff-Nielsen, O. E., Perez-Abreu, V. & Rocha-Arteaga, A. (2006). MatG random matrices. Stochastic Models, 22(4), 723-734. https://doi.org/10.1080/15326340600878560

Jensen, J. L. (2006). Maximum likelihood classifiers in microarray studies. Institut for Matematiske Fag, Aarhus Universitet. Research Report Bind 474

Labouriau, R. (2006). Mixture models for survival analysis with a view towards animal genetics applications. I Book of abstracts: CD communication 26-08, 4 pp (s. 241). WCGALP. http://www.wcgalp8.org.br/wcgalp8/articles/paper/26_717-1039.pdf

Thorarinsdottir, T. L. & Jensen, E. B. V. (2006). Modelling resting state networks in the human brain. I R. Lechnerová, I. Saxl & V. Benes (red.), Proceedings S⁴G, International Conference on Stereology, Spatial Statistics and Stochastic Geometry (s. 137-147). Union Czech Mathematicians and Physicists.

Barndorff-Nielsen, O. E. & Shephard, N. (2006). Multipower variation and stochastic volatility. I A. N. Shiryaev, M. R. Grossinho, P. E. Oliveira & M. L. Esquível (red.), Stochastic Finance (s. 73-82). Springer.

Jónsdóttir, K. Ý., Hoffmann, L., Hobolth, A. & Jensen, E. B. V. (2006). On error prediction in circular systematic sampling. Journal of Microscopy, 222(3), 212-216. https://doi.org/10.1111/j.1365-2818.2006.01589.x

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

Asmussen, S., Sheahan, R., Lipsky, L. & Fiorini, P. M. (2006). On the completion time distribution for tasks that must restart from the beginning if failure occurs. Performance Evaluation Review, 34.

Hill, R. M. & Johansen, S. G. (2006). Optimal and near-optimal policies for lost sales inventory models with at most one replenishment order outstanding. European Journal of Operational Research, 169(1), 111-132.

Barndorff-Nielsen, O. E. & Stelzer, R. (2006). Positive-Definite Matrix Processes of Finite Variation. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Barndorff-Nielsen, O. E. & Shephard, N. (2006). Power variation and time change. Theory Probab. Appl., 50(1), 1-15.

Barndorff-Nielsen, O. E. & Hubalek, F. (2006). Probability Measures, Lévy Measures, and Analyticity in Time. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Sørensen, K. K., Kirk, H. G., Olsson, K., Labouriau, R. & Christiansen, J. (2006). QTLs for glycoalkaloid content in potato tubers exposed to light. I EAPR- EUCARPIA The Science of Selection: Potato Breeding Methodology for the 21^st Century

Frandsen, J., Hobolth, A., Østergaard, L., Vestergaard-Poulsen, P. & Vedel, E. B. (2006). Regularization of Diffusion Tensor Fields in Axonal Fibre Tracking. Poster session præsenteret ved PhD Day 2006, The Faculty of Health Sciences, Aarhus, Danmark.

Barndorff-Nielsen, O. E. & Thorbjørnsen, S. (2006). Regularizing mappings of Lévy measures. Stochastic Processes and Their Applications, 116(3), 423-446. https://doi.org/10.1016/j.spa.2005.09.011

Theil, P. K., Sejrsen, K., Hurley, W. L., Labouriau, R., Thomsen, B. & Sørensen, M. T. (2006). Role of suckling in regulating cell turnover and onset and maintenance of lactation in individual mammary glands of sows. Journal of Animal Science, 84, 1691-1698. https://doi.org/10.2527/jas.2005-518

Asmussen, S. & Albrecher, H. (2006). Ruin probabilities and aggregate claims distributions for shot noise Cox processes. Scand. Art. J., 2006, 86-110.

Klose, A. (2006). Single-Sink Fixed-Charge Transportation: Applications and Exact Solution Algorithms. http://www.imf.au.dk/publs?id=627

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Revideret 23.02.2021 -