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Institut for Matematik

Publications

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Christensen, K., Hounyo, U. & Podolskij, M. (2018). Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment. Journal of Econometrics, 205(2), 336-362. https://doi.org/10.1016/j.jeconom.2018.03.016

Heick, T. M., Jørgensen, L. N., Justesen, A. F. & Labouriau, R. (2018). Leaf disease control in sugar beet performed early before appearance of visual symptoms. Poster session præsenteret ved 76th IIRB congress, Deauville, Frankrig.

Albrecher, H. & Ivanovs, J. (2018). Linking dividends and capital injections - a probabilistic approach. Scandinavian Actuarial Journal, 2018(1), 76-83. https://doi.org/10.1080/03461238.2017.1300605

Basse-O'Connor, A., Grønbæk, T. Ø. B. & Podolskij, M. (2018). Local asymptotical self-similarity for heavy tailed harmonizable fractional Lévy motion. https://arxiv.org/abs/1801.04143

Waltoft, B. L. & Hobolth, A. (2018). Non-parametric estimation of population size changes from the site frequency spectrum. Statistical Applications in Genetics and Molecular Biology, 17(3). https://doi.org/10.1515/sagmb-2017-0061

Basse-O'Connor, A., Heinrich, C. & Podolskij, M. (2018). On limit theory for Lévy semi-stationary processes. Bernoulli, 24(4A), 3117-3146. https://doi.org/10.3150/17-BEJ956

Jacod, J. & Podolskij, M. (2018). On the minimal number of driving Lévy motions in a multivariate price model. Journal of Applied Probability, 55(3), 823-833. https://doi.org/10.1017/jpr.2018.52

Jensen, J. L. & Andreassen, C. M. (2018). On the three-dimensional negative binomial distribution. Communications in Statistics: Theory and Methods, 47(10), 2314-2326. https://doi.org/10.1080/03610926.2013.864766

Gardner, R. & Kiderlen, M. (2018). Operations between functions. Communications in Analysis and Geometry, 26(4), 787-855. https://doi.org/10.4310/CAG.2018.v26.n4.a5

Hornshøj, H., Nielsen, M. M., Sinnott-Armstrong, N. A., Świtnicki, M. P., Juul, M., Madsen, T., Sallari, R., Kellis, M., Ørntoft, T., Hobolth, A. & Pedersen, J. S. (2018). Pan-cancer screen for mutations in non-coding elements with conservation and cancer specificity reveals correlations with expression and survival. npj Genomic Medicine, 3, 1. https://doi.org/10.1038/s41525-017-0040-5

Nielsen, M. M., Tataru, P., Madsen, T., Hobolth, A. & Pedersen, J. S. (2018). Regmex: A statistical tool for exploring motifs in ranked sequence lists from genomics experiments. Algorithms for Molecular Biology, 13(1), [17]. https://doi.org/10.1186/s13015-018-0135-2

Abuley, I. K., Nielsen, B. J. & Labouriau, R. (2018). Resistance status of cultivated potatoes to early blight (Alternaria solani) in Denmark. Plant Pathology, 67(2), 315-326. https://doi.org/10.1111/ppa.12744

Clark, C. D., Ely, J., Spagnolo, M., Hahn, U., Hughes, A. & Stokes, C. (2018). Spatial organization of drumlins. Earth Surface Processes and Landforms, 43(2), 499-513. https://doi.org/10.1002/esp.4192

Ernst, P., Asmussen, S. & Hasenbein, J. (2018). Stability and busy periods in a multiclass queue with state-dependent arrival rates. Queueing Systems, 90(3-4), 207-224. https://doi.org/10.1007/s11134-018-9587-9

Olsen, M. & Andersen, L. N. (2018). Towards Asymptotically Optimal One-to-One PDP Algorithms for Capacity 2+ Vehicles. I International Conference on Computational Logistics ICCL 2018: Computational Logistics (s. 268-278). Springer. Lecture Notes in Computer Science https://link.springer.com/chapter/10.1007/978-3-030-00898-7_17

Schmiegel, J., Barndorff-Nielsen, O. E., Benth, F. E. & Veraart, A. E. D. (2018). Turbulence Modelling. I P. W. Glynn, A. E. Kyprianouh & Y. Le Jan (red.), Ambit Stochastics: Probability Theory and Stochastic Modelling (Bind 88, s. 303-332). Springer. Springer Series Bind 13205 https://doi.org/10.1007/978-3-319-94129-5

Moslehian, M. S., Størmer, E., Thorbjørnsen, S. & Winsløw, C. (2018). Uffe Haagerup - his life and mathematics. Advances in Operator Theory, 3(1), 295-325. https://doi.org/10.22034/AOT.1708-1213

Jevgenijs Ivanovs, B. Y. (2018). Zooming in on a lévy process at its supremum. Annals of Applied Probability, 28(2), 912-940. https://doi.org/10.1214/17-AAP1320

Bertl, J., Guo, Q., Rasmussen, M. J., Besenbacher, S., Nielsen, M. M., Hornshøj, H., Pedersen, J. S. & Hobolth, A. (2017). A Site Specific Model And Analysis Of The Neutral Somatic Mutation Rate In Whole-Genome Cancer Data. https://doi.org/10.1101/122879

Klose, A. (2017). A branch-and-bound algorithm for the capacitated facility location problem with convex production costs. Abstract fra Operations Research 2017, Berlin, Tyskland.

Lamandé, M., Schjønning, P. & Labouriau, R. (2017). A novel method for estimating soil precompression stress from uniaxial confined compression tests. Soil Science Society of America Journal, 81(5), 1005-1013. https://doi.org/10.2136/sssaj2016.09.0274

Gadegaard, S. L., Klose, A. & Nielsen, L. R. (2017, mar 7). A solver for the single source capacitated facility location problem. GitHub. https://github.com/SuneGadegaard/SSCFLPsolver

Schrempf, D. & Hobolth, A. (2017). An alternative derivation of the stationary distribution of the multivariate neutral Wright–Fisher model for low mutation rates with a view to mutation rate estimation from site frequency data. Theoretical Population Biology, 114, 88-94. https://doi.org/10.1016/j.tpb.2016.12.001

Overgaard, M., Parner, E. T. & Pedersen, J. (2017). Asymptotic theory of generalized estimating equations based on jack-knife pseudo-observations. Annals of Statistics, 45(5), 1988-2015. https://doi.org/10.1214/16-AOS1516

Hefner, M., Labouriau, R. & Kristensen, H. L. (2017). Controlled traffic farming increases crop yield, root growth and soil mineral N in organic vegetable production. I Proceedings of the Innovative Solutions for Sustainable Management of Nitrogen Conference, Aarhus, Denmark (s. 82). Aarhus Universitet.

Hefner, M., Labouriau, R. & Kristensen, H. L. (2017). Controlled traffic farming increases soil mineral N, crop yield and root growth in vegetables. Poster session præsenteret ved Innovative Solutions for Sustainable Management of Nitrogen, Aarhus .

Hefner, M., Labouriau, R. & Kristensen, H. L. (2017). Das Konzept des „controlled traffic farming“ im ökologischen Gemüseanbau. 382-385. Paper præsenteret ved 14. Wissenschaftstaggung Ökologischer Landbau
Freising, Tyskland .

Kiderlen, M. & Rataj, J. (2017). Dilation volumes of sets of finite perimeter. http://csgb.dk/publications/csgbrr/2017/

Asmussen, S. & Lehtomaa, J. V. (2017). Distinguishing log-concavity from heavy tails. Risks, 5(1). https://doi.org/10.3390/risks5010010

Andersen, I. T., Hahn, U., Christensen, E. A., Nejsum, L. N. & Jensen, E. B. V. (2017). Double Cox cluster processes - with applications to photoactivated localization microscopy. http://csgb.dk/publications/csgbrr/2017/

Hansen, E. M., Thomsen, I. K. & Labouriau, R. (2017). Early-sown winter cereals as substitute for nitrate catch crop. Poster session præsenteret ved Annual Meeting 2017, Tampa, Florida, USA. https://scisoc.confex.com/crops/2017am/webprogram/Paper105344.html

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

Rønn-Nielsen, A., Sporring, J. & Jensen, E. B. V. (2017). Estimation of sample spacing in stochastic processes. Image Analysis and Stereology, 36(1), 43-49. https://doi.org/10.5566/ias.1681

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

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

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

Myllymäki, M., Mrkvička, T., Grabarnik, P., Seijo, H. & Hahn, U. (2017). Global Envelope Tests for Spatial Processes. Journal of the Royal Statistical Society, Series B (Statistical Methodology), 79(2), 381-404. https://doi.org/10.1111/rssb.12172

Christensen, J. T., Azeez, M. O., Munkholm, L. J., Kristensen, H. L., Labouriau, R. & Rubæk, G. H. (2017). Growth of barley roots in a sandy soil after 74 years of contrasting applications of lime and superphosphate. Abstract fra XVIII International Plant Nutrition Colloquium, Copenhagen, Danmark.

Barndorff-Nielsen, O. E., Hedevang, E. & Schmiegel, J. (2017). Incremental similarity and turbulence. Theory of Probability and Its Applications, 61(3), 482-489. https://doi.org/10.1137/S0040585X97T988289

Christensen, K., Podolskij, M., Thamrongrat, N. & Veliyev, B. (2017). Inference from high-frequency data: A subsampling approach. Journal of Econometrics, 197(2), 245–272. https://doi.org/10.1016/j.jeconom.2016.07.010

Barndorff-Nielsen, O. E., Bertoin, J., Jacod, J., Klueppelberg, C. & Kuhn, F. (2017). Levy Matters VI Levy-Type Processes: Moments, Construction and Heat Kernel Estimates Preface to the Series Levy Matters. I LEVY MATTERS VI: LEVY-TYPE PROCESSES: MOMENTS, CONSTRUCTION AND HEAT KERNEL ESTIMATES Springer. Lecture Notes in Mathematics Bind 2187

Asmussen, S. & Thøgersen, J. (2017). Markov dependence in renewal equations and random sums with heavy tails. Stochastic Models, 33(4), 617-632. https://doi.org/10.1080/15326349.2017.1375860

Duan, Y-F. K., Kong, X., Schramm, A., Labouriau, R., Eriksen, J. & Petersen, S. O. (2017). Microbial N Transformations and N2O Emission after Simulated Grassland Cultivation: Effects of the Nitrification Inhibitor 3,4-Dimethylpyrazole Phosphate (DMPP). Applied and Environmental Microbiology, 83(1), [e02019-16]. https://doi.org/10.1128/AEM.02019-16

Mrkvička, T., Myllymäki, M. & Hahn, U. (2017). Multiple Monte Carlo Testing, with Applications in Spatial Point Processes. Statistics and Computing, 27(5), 1239–1255. https://doi.org/10.1007/s11222-016-9683-9

Baral, K. R., Labouriau, R., Olesen, J. E. & Petersen, S. O. (2017). Nitrous oxide emissions and nitrogen use efficiency of manure and digestates applied to spring barley. Agriculture, Ecosystems & Environment, 239, 188-198. https://doi.org/10.1016/j.agee.2017.01.012

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. https://doi.org/10.7554/eLife.21778

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

Asmussen, S. & Glynn, P. W. (2017). On preemptive-repeat LIFO queues. Queueing Systems, 87(1-2), 1-22. https://doi.org/10.1007/s11134-017-9532-3

Albrecher, H. & Ivanovs, J. (2017). On the joint distribution of tax payments and capital injections for a Lévy risk model. Probability and Mathematical Statistics, 37(2), 219-227. http://www.math.uni.wroc.pl/~pms/files/37.2/Article/37.2.1.pdf

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