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Institut for Matematik

Publications

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Podolskij, M. & Ziggel, D. (2008). A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/08/rp08_22.pdf

Jensen, E. B. V. & Rataj, J. (2008). A rotational integral formula for intrinsic volumes. Advances in Applied Mathematics, 41(4), 530-560. https://doi.org/10.1016/j.aam.2008.03.004

Hansen, J. V., Jensen, J. L. & Højsgaard, S. (2008). A State Space Model Exhibiting a Cyclic Structure with an Application to Progesterone Concentration in Cow Milk. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Asmussen, S., Fiorini, P., Lipsky, L., Rolski, T. & Sheahan, R. (2008). Asymptotic behaviour of total times for jobs that must start over if a failure occurs. Mathematics of Operations Research, 33(4), 932-944. https://doi.org/10.1287/moor.1080.0329

Hansen, J. V. & Jensen, J. L. (2008). Asymptotics for Estimating Equations in Hidden Markov Models. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Asmussen, S. & Rojas-Nandayapa, L. (2008). Asymptotics of sums of lognormal random variables with Gaussian copula. Statistics & Probability Letters, 78(16), 2709-2714. https://doi.org/10.1016/j.spl.2008.03.035

Andersen, K., Louveaux, Q. & Weismantel, R. (2008). Certificates of linear mixed integer infeasibility. Operations Research Letters, 36/6, 734-738. https://doi.org/10.1016/j.orl.2008.08.003

Labouriau, R. & Amorim, A. (2008). Comment on "An Association Between the Kinship and Fertility of Human Couples". Science, 322(5908), 1634. https://doi.org/10.1126/science.1161907

Asmussen, S., Blanchet, J., Juneja, S. & Rojas-Nandayapa, L. (2008). Efficient simulation of tail probabilities of sums of correlated lognormals. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Kiderlen, M. (2008). Estimation of the mean normal measure from flat sections. Advances in Applied Probability, 40(1), 31-48. https://doi.org/10.1239/aap/1208358885

Basse-O'Connor, A. (2008). Gaussian moving averages and semimartingales. Electronic Journal of Probability, 13, 1140-1165.

Abreu, G. C. G., Buitenhuis, A. J. & Labouriau, R. (2008). Gene expression network: an application in behaviour genetics in chicken. Poster session præsenteret på SABRE Conference: Welfare and Quality Genomics, Tjele, Danmark.

Barndorff-Nielsen, O. E., Rosinski, J. & Thorbjørnsen, S. (2008). General Upsilon-transformations. Alea, 4, 131-165. http://alea.impa.br/articles/v4/04-07.pdf

Barndorff-Nielsen, O. E., Rosinski, J. & Thorbjørnsen, S. (2008). General Υ-transformations. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Labouriau, R. & Amorim, A. (2008). Human Fertility Increases with the Marital-radius. Genetics, 178, 601-603. https://doi.org/10.1534/genetics.107.072454

Asmussen, S. (2008). Importance Sampling for Failure Probabilities in Computing and Data Transmission. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Hobolth, A., Uyenoyama, M. K. & Wiuf, C. (2008). Importance sampling for the infinite sites model. Statistical Applications in Genetics and Molecular Biology, 7(1). https://doi.org/10.2202/1544-6115.1400

Hellmund, G., Prokesová, M. & Jensen, E. B. V. (2008). Lévy based Cox point processes. Advances in Applied Probability, 40(3), 603-629. https://doi.org/10.1239/aap/1222868178

Jónsdóttir, K. Ý., Schmiegel, J. & Jensen, E. B. V. (2008). Lévy-based growth models. Bernoulli, 14(1), 62-90. https://doi.org/10.3150/07-BEJ6130

Andersen, K. & Weismantel, R. (2008). Mixed integer linear sets. SIAG/OPT Views-and-News, 19(2), 8-14.

Johansen, S. G. & Thorstenson, A. (2008). Optimal base-stock policy for the inventory system with periodic review, backorders and sequantial lead times. International Journal of Inventory Research, 1(1), 44-52. http://www.inderscience.com/storage/f461078329125111.pdf

Andersen, L. N. & Asmussen, S. (2008). Parallel computing, failure recovery and extreme values. Journal of Statistical Theory and Practice, 2(2), 279-292.

Asmussen, S., Madan, D. & Pistorius, M. (2008). Pricing equity default swaps under an approximation to the CGMY Lévy model. Journal of Computational Finance, 11(2), 79-93.

Labouriau, R., Abreu, G., Hedegaard, J., Kjaer, J. B. & Buitenhuis, A. J. (2008). Searching for genes involving in feather pecking behaviour in laying hens. Poster session præsenteret på SABRE Conference: Welfare and Quality Genomics, Foulum, Danmark.

Kiderlen, M. (2008). Stability results for convex bodies in geometric tomography. Indiana University Mathematics Journal, 57, 1999-2038. https://doi.org/10.1512/iumj.2008.57.3348

Andersen, L. N. & Mandjes, M. (2008). Structural properties of reflected Lévy processes. (s. 1-22). Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

Dette, H. & Podolskij, M. (2008). Testing the parametric form of the volatility in continuous time diffusion models-a stochastic process approach. Journal of Econometrics, 143(1), 56-73. https://doi.org/10.1016/j.jeconom.2007.08.002

Frandsen, J., Østergaard, L. & Jensen, E. B. V. (2008). Testing the reproducibility of Diffusion Tensor Imaging at 3.0 T. Poster session præsenteret på Forskningens Dag, Århus, Danmark.

Schou, T. W., Labouriau, R., Permin, A., Christensen, J. P., Sørensen, P., Cu, H. P., Nguyen, V. K. & Juul-Madsen, H. R. (2008). The association of the MHC with disease resistance in experimental infections with salmonella enteritidis, pasteurella multocida or ascaridia galli. I Conference proceedings of the 10th Avian Immunology Research Group Conference

Klose, A. & Görtz, S. (2007). A branch-and-price algorithm for the capacitated facility location problem. European Journal of Operational Research, 179(3), 1109-1125. https://doi.org/10.1016/j.ejor.2005.03.078

Klose, A. (2007). An LP-based heuristic for the fixed charge transportation problem. I Operations Research in the Service Industry: International Annual Conference of the German Operations Research Society (s. 103). Universitaet des Saarlandes.

Podolskij, M. & Ziggel, D. (2007). A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/07/rp07_26.pdf

Gardner, R. J. & Kiderlen, M. (2007). A Solution to Hammer's X-ray Reconstruction Problem. Advances in Mathematics, 214, 323-343. https://doi.org/10.1016/j.aim.2007.02.005

Jensen, E. B. V. & Thorarinsdottir, T. L. (2007). A spatio-temporal model for functional Magnetic Resonance Imaging data: with a view to resting state networks. Scandinavian Journal of Statistics, 34(3), 587-614. https://doi.org/10.1111/j.1467-9469.2006.00554.x

Asmussen, S., Fiorini, P., Lipsky, L., Rolski, T. & Sheahan, R. (2007). Asymptotic behavior of total times For jobs that must start over if a failure occurs. Department of Mathematical Sciences , University of Aarhus.

Skare, Ø., Møller, J. & Jensen, E. B. V. (2007). Bayesian analysis of spatial point processes in the neighbourhood of Voronoi networks. Statistics and Computing, 17(4), 369-379. https://doi.org/10.1007/s11222-007-9029-8

Frandsen, J., Hobolth, A., Østergaard, L., Vestergaard-Poulsen, P. & Jensen, E. B. V. (2007). Bayesian regularization of diffusion tensor images. Biostatistics, 8(4), 784-799. https://doi.org/10.1093/biostatistics/kxm005

Labouriau, R., Østergaard, M., Ernst, A., Thorsgaard, N., Overvad, H., Autrup, H. & Andersen, V. (2007). COX-2 and MDR1 gene variants are associated with both Crohns disease and lucerative colitis in Danish patients. I Proceedings of DDW

Jensen, E. B. V., Prokesová, M. & Hellmund, G. (2007). Discussion of "Modern statistics for spatial point processes". Scandinavian Journal of Statistics, 34, 686-688. https://doi.org/10.1111/j.1467-9469.2007.00571.x

Friggens, N. & Labouriau, R. (2007). Effet du numéro d'oestrus et du nombre de jours après le vêlage sur la probabilité de conception chez les vaches laitières. I 14e Journées 3R - 2007 (s. 367-370) http://www.inst-elevage.asso.fr/html28/texte.php3?id_article=2551

Rojas-Nandayapa, L. & Asmussen, S. (2007). Efficient simulation of finite horizon problems in queueing and insurance risk. Department of Mathematical Sciences , University of Aarhus.

Rojas-Nandayapa, L. & Asmussen, S. (2007). Efficient simulation of finite horizon problems in queueing and insurance risk. Queueing Systems, 57(2-3), 85-97. https://doi.org/10.1007/s11134-007-9050-9

Als, A. B., Andersen, L. D., Maase, H. V. D., Koed, K., Mansilla, F., Toldbod, H., Jensen, J. L., Sengeløv, L., Jensen, K. M.-E., Ørntoft, T. F. & Ulhøi, B. P. (2007). Emmprin and Survivin predict response and survival following cisplatin-containing chemotherapy in patients with advanced bladder cancer. Clinical Cancer Research, 13(15), 4407-14.

Schou, T. W., Permin, A., Juul-Madsen, H. R., Sørensen, P., Labouriau, R., Nguyen, T. L., Fink, M. & Pham, S. L. (2007). Gastrointestinal helminths in indigenous and exotic chickens in Vietnam: association of the intensity of infection with the Major Histocompatibility Complex. Parazitologiya, 134, 561-573. http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?db=pubmed&cmd=Retrieve&dopt=AbstractPlus&list_uids=17166322&query_hl=1&itool=pubmed_docsum

Andersen, L. D., Zieger, K., Real, F. X., Malats, N., Carrato, A., Hurst, C., Kotwal, S., Knowles, M., Malmstrom, P.-U., de la Torre, M., Wester, K., Allory, Y., Vordos, D., Caillault, A., Radvanyi, F., Hein, A.-M. K., Jensen, J. L., Jensen, K. M.-E., Marcussen, N. & Ørntoft, T. F. (2007). Gene expression signatures predict outcome in non-muscle invasive bladder carcinoma - a multi-center validation study. Clinical Cancer Research, 13(12), 3545-51. https://doi.org/10.1158/1078-0432.CCR-06-2940

Hobolth, A., Christensen, O. F., Mailund, T. & Schierup, M. H. (2007). Genomic relationships and speciation times of human, chimpanzee and gorilla inferred from a coalescent hidden Markov model. P L o S Genetics, 3(2). https://doi.org/10.1371/journal.pgen.0030007

Hobolth, A., Christensen, O. F., Mailund, T. & Schierup, M. H. (2007). Genomic Relationships and Speciation Times of Human, Chimpanzee and Gorilla inferred from a Coalescent Hidden Markov Model. Poster session præsenteret på Beyond the HapMap, Boston, USA.

Hahn, U. (2007). Global and Local Scaling in the Statistics of Spatial Point Processes.

Andersen, K., Louveaux, Q., Weismantel, R. & Wolsey, L. (2007). Inequalities from two rows of a simplex tableau. I M. Fischetti & D. P. Williamson (red.), 12th International IPCO Conference, Proceedings (s. 1-15). Springer. https://doi.org/10.1007/978-3-540-72792-7_1

Asmussen, S. & Pihlsgård, M. (2007). Loss rates for Lévy processes with two reflecting barriers. Mathematics of Operations Research, 32, 308-321.

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Lars Madsen