Aarhus Universitets segl

Publications

Please use the English version of this page

Sortér efter: Dato | Forfatter | Titel

Andersen, L. N., Laub, P. & Rojas-Nandayapa, L. (2018). Efficient simulation for dependent rare events with applications to extremes. Methodology and Computing in Applied Probability, 20(1), 385-409. https://doi.org/10.1007/s11009-017-9557-4
Greilich, S., Hahn, U., Kiderlen, M., Andersen, C. E. & Bassler, N. (2014). Efficient calculation of local dose distributions for response modeling in proton and heavier ion beams. The European Physical Journal D: Atomic, Molecular, Optical and Plasma Physics, 68(217), Artikel 327. https://doi.org/10.1140/epjd/e2014-40825-0
Jensen, J. L. (1997). Efficiency of the pseudo-likelihood estimate in a one-dimensional lattice gas. I Selected Proceedings of the Symposium on Estimating Functions (Athens, GA, 1996) (s. 369-379). Institute of Mathematical Statistics. https://doi.org/10.1214/lnms/1215455056
Podolskij, M., Veliyev, B. & Yoshida, N. (2015). Edgeworth expansion for the pre-averaging estimator. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2015-60
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
Podolskij, M. & Yoshida, N. (2013). Edgeworth expansion for functionals of continuous diffusion processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2013-33
Podolskij, M., Veliyev, B. & Yoshida, N. (2018). Edgeworth expansion for Euler approximation of continuous diffusion processes. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2018-28
Asmussen, S., Frey, A., Rolski, T. & Schmidt, V. (1995). Does Markov-modulation increase the risk? ASTIN Bulletin: The Journal of the IAA, 25(1), 49-66.
Madsen, P., Su, G., Labouriau, R. & Christensen, O. F. (2010). DMU - A Package for Analyzing Multivariate Mixed Models. I Book of Abstracts (s. 137). Gesellschaft für Tierzuchtwissenschaft e. V..
Madsen, P., Su, G., Labouriau, R. & Christensen, O. F. (2010). DMU - A Package for Analyzing Multivariate Mixed Models. I Proceedings CD - paper 732 Gesellschaft für Tierzuchtwissenschaften e. V..
Asmussen, S. & Lehtomaa, J. V. (2016). Distinguishing log-concavity from heavy tails. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. Thiele Research Reports Bind 6, 2016 http://math.au.dk/forskning/publikationer/instituttets-serier/publication/publid/1090/
Asmussen, S., Glynn, P. & Pitman, J. (1995). Discretization error in simulation of one-dimensional reflecting Brownian motion. Annals of Applied Probability, 5(4), 875-896.
Kiderlen, M. & Rataj, J. (2018). Dilation volumes of sets of finite perimeter. Advances in Applied Probability, 50(4), 1095-1118. https://doi.org/10.1017/apr.2018.52
Kiderlen, M. & Rataj, J. (2011). Dilation volumes of sets of bounded perimeter. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University.