Publications

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Christensen, K., Kinnebrock, S. & Podolskij, M. (2010). Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data. Journal of Econometrics, 159(1), 116-133. https://doi.org/10.1016/j.jeconom.2010.05.001

Friggens, N. C. & Labouriau, R. (2010). Probability of pregnancy as affected by oestrus number and days to first oestrus in dairy cows of three breeds and parities. Animal Reproduction Science, 118(2), 155-162. https://doi.org/10.1016/j.anireprosci.2009.08.009

Christensen, K., Oomen, R. & Podolskij, M. (2010). Realised quantile-based estimation of the integrated variance. Journal of Econometrics, 159(1), 74-98. https://doi.org/10.1016/j.jeconom.2010.04.008

Lamandé, M., Iversen, B. V., Labouriau, R., Holmstrup, M., Torp, S. B., Greve, M. H., Heckrath, G., de Jonge, L. W., Møldrup, P. & Jacobsen, O. H. (2010). Relating basic soil properties and earthworm population to macropore density and soil hydraulic properties. I 1st International Conference and Exploratory Workshop on Soil Architecture and Physico-Chemical Functions "CESAR" (s. 185-188). Aarhus Universitet, Det Jordbrugsvidenskabelige Fakultet.

Basse-O'Connor, A. (2010). Representation of Gaussian semimartingales with applications to the covariance function. Stochastics: An International Journal of Probability and Stochastic Processes , 82(4), 381-401. https://doi.org/10.1080/17442500903251857

Asmussen, S. & Albrecher, H. (2010). Ruin probabilities. (2. udg.) World Scientific. Advanced Series on Statistical Science and Applied Probability Bind 14

Edwards, D., Abreu, G. & Labouriau, R. (2010). Selecting high-dimensional mixed graphical models using minimal AIC or BIC forests. B M C Bioinformatics, 11(1). https://doi.org/10.1186/1471-2105-11-18

Podolskij, M. (2010). Semimartingales. I R. Cont (red.), Encyclopedia of Quantitative Finance John Wiley.

Rauff Lind Christensen, T., Klose, A. & Andersen, K. A. (2010). Solving the Single-Sink, Fixed-Charge, Multiple-Choice Transportation Problem by Dynamic Programming. Abstract fra 4th Nordic Optimization Symposium, Aarhus, Danmark. http://www.asb.dk/article.aspx?pid=25146

Knudsen, M., Feliu, E., Wiuf, C. H. & Andersen, L. N. (2010). Steady States of Phosphorelays and Two-Component Systems. Poster session præsenteret på The 11th International Conference on Systems Biology, Edinburgh, Storbritannien.

Ziegel, J. & Kiderlen, M. (2010). Stereological estimation of surface area from digital images. Image Analysis and Stereology, 29, 99-110. http://www.wise-t.com/ias/article.php?id=265&year=2010&issue=6

Hobolth, A. & Jensen, J. L. (2010). Summary statistics for end-point conditioned continuous-time Markov chains. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Koets, A., Santema, W., Oostenriik, D., Keestra, M., Mertens, H., Overdijk, M., Labouriau, R., Franken, P., Frijters, A., Nielsen, M. & Rutten, V. (2010). Susceptibility to paratuberculosis infection in cattle is associated withsingle nucleotide polymorphisms in Toll-like receptor 2 which modulate immune responses against Mycobacterium avium subspecies paratuberculosis. Preventive Veterinary Medicine, 93(4), 305-315. https://doi.org/10.1016/j.prevetmed.2009.11.008

Ziegel, J., Baddeley, A., Dorph-Petersen, K.-A. & Jensen, E. B. V. (2010). Systematic sampling with errors in sample locations. Biometrika, 97(1), 1-13. https://doi.org/10.1093/biomet/asp067

Basse-O'Connor, A. (2010). The dynamics of stochastic processes. Department of Mathematical Sciences, Aarhus University.

Saffari, M., Asmussen, S. & Haji, R. (2010). The M/M/1 queue with inventory, lost sale and general lead times. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

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

Andersen, K. & Weismantel, R. (2010). Zero-coefficient cuts. I F. Eisenbrand & F. B. Shepherd (red.), 14th International IPCO Conference, Proceedings (s. 57-70). Springer. https://doi.org/10.1007/978-3-642-13036-6_5

Engholm, R., Karstoft, H. & Jensen, E. B. V. (2009). Adaptive kernel filtering used in video processing. Proceedings of SPIE, the International Society for Optical Engineering, 72571E. https://doi.org/10.1117/12.808155

Abreu, G. C. G., Labouriau, R. & Buitenhuis, A. J. (2009). Altered gene co-ecpression profile in extreme feather-pecking behaviour. Poster session præsenteret på Annual Meeting of of the European Association for Animal Production, EAAP, Barcelona, Spanien.

Abreu, G. C. G., Labouriau, R. & Buitenhuis, A. J. (2009). Altered gene co-expression profile in extreme feather-pecking behaviour. EAAP Book of Abstracts, 287. http://www.wageningenacademic.com/_clientfiles/EAAP/eaap2009-e.pdf

Greilich, S., Grzanka, L., Hahn, U., Kiderlen, M., Bassler, N., Andersen, C. E. & Jäkel, O. (2009). Amorphous track models: a numerical comparison study. Poster session præsenteret på Neutron and Ion Dosimetry Symposium (NEUDOS-11), Cape Town, Sydafrika.

Labouriau, R., Kjaer, J. B., Abreu, G. C. G., Hedegaard, J. & Buitenhuis, A. J. (2009). Analysis of severe feather pecking behavior in a high feather pecking selection line. Poultry Science, 88, 2052-2062. https://doi.org/10.3382/ps.2009-00113

Görtz, S. & Klose, A. (2009). Analysis of some greedy algorithms for the single-sink fixed-charge transportation problem. Journal of Heuristics, 15(4), 331-349. https://doi.org/10.1007/s10732-007-9065-8

Dutheil, J., Ganapathy, G., Hobolth, A., Mailund, T., Uyenoyama, M. & Schierup, M. H. (2009). Ancestral population genomics: the coalescent hidden Markov model approach. Genetics, 183(1), 259–274. https://doi.org/10.1534/genetics.109.103010

Gardner, R. & Kiderlen, M. (2009). A new algorithm for 3D reconstruction from support functions. I E E E Transactions on Pattern Analysis and Machine Intelligence, 31(3), 556-562. https://doi.org/10.1109/TPAMI.2008.190

Jensen, J. L. (2009). A note on the linear memory Baum-Welch algorithm. Journal of Computational Biology, 16(9), 1209-1210. https://doi.org/10.1089/cmb.2008.0178

Görtz, S. & Klose, A. (2009). A subgradient-based branch-and-bound algorithm for the capacitated facility location problem. Department of Mathematical Sciences, Aarhus University. http://www.imf.au.dk/publs?id=702

Christensen, K., Podolskij, M. & Vetter, M. (2009). Bias-correcting the realised range-based variance in the presence of market microstructure noise. Finance and Stochastics, 13(2), 239-268. https://doi.org/10.1007/s00780-009-0089-9

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

Barndorff-Nielsen, O. E., Corcuera, J. M., Podolskij, M. & Woerner, J. H. C. (2009). Bipower variation for Gaussian processes with stationary increments. Journal of Applied Probability, 46(1), 132-150. https://doi.org/10.1239/jap/1238592121

Østergaard, M., Ernst, A., Labouriau, R. S., Dagiliené, E., Krarup, H. B., Christensen, M., Thorsgaard, N., Jacobsen, B. A., Tage-Jensen, U., Overvad, K., Autrup, H. & Andersen, V. (2009). Cyclooxygenase-2, multidrug resistance 1, and breast cancer resistance protein gene polymorphisms and inflammatory bowel disease in the Danish population. Scandinavian Journal of Gastroenterology, 44(1), 65-73. https://doi.org/10.1080/00365520802400826

Birck, A., Labouriau, R. & Christensen, P. (2009). Dynamics of the induced acrosome reaction in boar sperm evaluated by flow cytometry. Animal Reproduction Science, 115(1-4), 124-136. https://doi.org/10.1016/j.anireprosci.2008.10.017

Kiderlen, M. & Meschenmoser, D. (2009). Error bounds for surface area estimators based on Crofton's formula. Image Analysis and Stereology, 28, 165-177. http://www.wise-t.com/ias/article.php?id=250&year=2009&issue=11

Podolskij, M. & Vetter, M. (2009). Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps. Bernoulli, 15(3), 634-658. https://doi.org/10.3150/08-BEJ167

Hou, Y., Madsen, P., Labouriau, R., Zhang, Y., Lund, M. S. & Su, G. (2009). Genetic analysis of days from calving to first insemination and days open in Danish Holsteins using different models and censoring scenarios. Journal of Dairy Science, (92), 1229-1239. https://doi.org/10.3168/jds.2008-1556

Andersen, L. D., Ostenfeld, M. S., Bramsen, J. B., Silahtaroglu, A., Lamy, P., Ramanathan, R., Fristrup, N., Jensen, J. L., Andersen, C. L., Zieger, K., Kauppinen, S., Ulhøi, B. P., Kjems, J., Borre, M. & Ørntoft, T. F. (2009). Genomic profiling of microRNAs in bladder cancer: miR-129 is associated with poor outcome and promotes cell death in vitro. Cancer Research, 69(11), 4851-60. https://doi.org/10.1158/0008-5472.CAN-08-4043

Abreu, G. C. G. D., Labouriau, R. & Edwards, D. (2009). High-dimensional Graphical Model Search with gRapHD R Package. arXiv. http://arxiv.org/abs/0909.1234

Asmussen, S. (2009). Importance sampling for failure probabilities in computing and data transmission. Journal of Applied Probability, 46(3), 768-790. https://doi.org/10.1239/jap/1253279851

Basse-O'Connor, A. & Pedersen, J. (2009). Lévy driven moving averages and semimartingales. Stochastic Processes and Their Applications, 119(9), 2970-2991. https://doi.org/10.1016/j.spa.2009.03.007

Andersen, L. N. & Asmussen, S. (2009). Local time asymptotics for centered Lévy processes with two-sided reflection. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Andersen, L. N. (2009). Loss Rates and Structural Properties of Reflected Stochastic Processes. Aarhus Universitetsforlag.

Jacod, J., Li, Y., Mykland, P. A., Podolskij, M. & Vetter, M. (2009). Microstructure noise in the continuous case: The pre-averaging approach. Stochastic Processes and Their Applications, 119(7), 2249-2276. https://doi.org/10.1016/j.spa.2008.11.004

Labouriau, R. & Madsen, P. (2009). Modelling censored discrete time data with a view towards applications in animal quantitative genetics. EAAP Book of Abstracts, 604. http://www.wageningenacademic.com/_clientfiles/EAAP/eaap2009-e.pdf

Labouriau, R. & Madsen, P. (2009). Modelling censored discrete time data with a view towards applications in animal quantitative genetics. Poster session præsenteret på Annual Meeting of of the European Association for Animal Production, EAAP, Barcelona, Spanien.

Andersen, K., Wagner, C. & Weismantel, R. (2009). On an analysis of the strength of mixed integer cutting planes from multiple simplex tableau rows. S I A M Journal on Optimization, 20/2, 967-982. https://doi.org/10.1137/080744360

Bieding, T., Görtz, S. & Klose, A. (2009). On line routing per mobile phone: a case on subsequent deliveries of newspapers. Lecture Notes in Economics and Mathematical Systems, 619, 29-51.

Pawlas, Z., Nyengaard, J. R. & Jensen, E. B. V. (2009). Particle sizes from sectional data. Biometrics, 65(1), 216-224. https://doi.org/10.1111/j.1541-0420.2008.01019.x

Barndorff-Nielsen, O. E., Corcuera, J. M. & Podolskij, M. (2009). Power variation for Gaussian processes with stationary increments. Stochastic Processes and Their Applications, 119(6), 1845-1865. https://doi.org/10.1016/j.spa.2008.09.004

Barndorff-Nielsen, O. E. & Pedersen, J. (2009). Representation and properties of a class of conditionally Gaussian processes. Alea: estudos neolatinos, 6, 179-197. http://alea.impa.br/articles/v6/06-08.pdf

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Lars Madsen