Publications

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Jensen, J. L. (1991). Saddlepoint expansions for sums of Markov dependent variables on a continuous state space. Probability Theory and Related Fields, 89(2), 181-199. https://doi.org/10.1007/BF01366905

Jensen, J. L. (1991). Uniform saddlepoint approximations and log-concave densities. Journal of the Royal Statistical Society, Series B (Statistical Methodology), 53(1), 157-172. http://www.jstor.org/stable/2345732

Asmussen, S. (1990). Exponential families and regression in the Monte Carlo study of queues and random walks. Ann. Statist., 18(4), 1851-1867.

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1990). Parametric modelling of turbulence. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 332, 439-455.

Asmussen, S. & Ramaswami, V. (1990). Probabilistic interpretations of some duality results for the matrix paradigms in queueing theory. Comm. Statist. Stochastic Models, 6(4), 715-733.

Jensen, J. L. & Johansson, B. (1990). The extremal family generated by the Yule process. Stochastic Processes and Their Applications, 36(1), 59-76. https://doi.org/10.1016/0304-4149(90)90042-Q

Jensen, J. L. (1990). Two examples of statistics sufficiently smooth to admit an Edgeworth expansion. I G. Diana, L. Pace, F. Pesarin & A. Salvan (red.), Small sample asymptotics and related problems (s. 1-24). University of Padua.

Jensen, J. L. (1989). A note on the work of Goetze and Hipp concerning asymptotic expansions for sums of weakly dependent random vectors. I P. Mandel & M. Huskova (red.), Proceedings of the Fourth Prague Symposium on Asymptotic Statistics (s. 295-303). Charles University, Prague.

Asmussen, S. (1989). Aspects of matrix Wiener-Hopf factorisation in applied probability. Math. Sci., 14(2), 101-116.

Jensen, J. L. (1989). Asymptotic expansions for strongly mixing Harris recurrent Markov chains. Scandinavian Journal of Statistics, 16(1), 47-63. http://www.jstor.org/stable/4616121

Asmussen, S. (1989). Exponential families generated by phase-type distributions and other Markov lifetimes. Scandinavian Journal of Statistics, 16(4), 319-334.

Frydenberg, M. & Jensen, J. L. (1989). Is the 'improved likelihood ratio statistic' really improved in the discrete case? Biometrika, 76(4), 655-661. https://doi.org/10.1093/biomet/76.4.655

Barbour, A. D. & Jensen, J. L. (1989). Local and tail approximations near the Poisson limit. Scandinavian Journal of Statistics, 16(1), 75-87. http://www.jstor.org/stable/4616123

Hahn, U. & Sandau, K. (1989). Precision of surface area estimation using spatial grids. Acta Stereologica, 8(2), 425.

Asmussen, S. (1989). Risk theory in a Markovian environment. Scandinavian Actuarial Journal, (2), 69-100.

Labouriau, R. (1989). Tópicos de Robustez Quantitativa em Famílias Exponenciais de Distribuicões a um Parâmetro ("Série D", n. 32, IMPA udg.).

Asmussen, S. (1989). Validating the heavy-traffic performance of regenerative simulation. Comm. Statist. Stochastic Models, 5(4), 617-628.

Jensen, J. L. (1989). Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete. Probability Theory and Related Fields, 81(4), 507-519. https://doi.org/10.1007/BF00367300

Barndorff-Nielsen, O. E., Jensen, J. L. & Sørensen, M. (1989). Wind shear and hyperbolic distributions. Boundary-Layer Meteorology, 49(4), 417-431. https://doi.org/10.1007/BF00123653

Asmussen, S. & Thorisson, H. (1988). Large deviation results for time-dependent queue length distributions. Comm. Statist. Stochastic Models, 4(1), 99-116.

Jensen, J. L. (1988). Maximum-likelihood estimation of the hyperbolic parameters from grouped observations. Computers & Geosciences, 14(3), 389-408. https://doi.org/10.1016/0098-3004(88)90069-6

Boldsen, J. L., Jensen, J. L., Søgaard, J. & Sørensen, M. (1988). On the incubation time distribution and the Danish AIDS data. Journal of the Royal Statistical Society, Series A (Statistics in Society), 151, 42-43. http://www.jstor.org/stable/2982183

Asmussen, S. & Schock Petersen, S. (1988). Ruin probabilities expressed in terms of storage processes. Advances in Applied Probability, 20(4), 913-916.

Barndorff-Nielsen, O. E., Jensen, J. L., Nielsen, H. L., Rasmussen, K. R. & Sørensen, M. (1988). Sand transport studies in a wind tunnel using radioactive grains. Department of Mathematical Sciences, Aarhus University.

Jensen, J. L. (1988). Uniform saddlepoint approximations. Advances in Applied Probability, 20(3), 622-634. https://doi.org/10.2307/1427038

Asmussen, S. & Thorisson, H. (1987). A Markov chain approach to periodic queues. J. Appl. Probab., 24(1), 215-225.

Jensen, J. L. (1987). A note on asymptotic expansions for Markov chains using operator theory. Advances in Applied Mathematics, 8(4), 377-392. https://doi.org/10.1016/0196-8858(87)90016-9

Asmussen, S. (1987). Applied probability and queues. John Wiley and Sons.

Jensen, J. L. (1987). On asymptotic expansions in nonergodic models. Scandinavian Journal of Statistics, 14(4), 305-318. http://www.jstor.org/stable/4616073

Jensen, J. L. (1987). Standardized log-likelihood ratio statistics for mixtures of discrete and continuous observations. Annals of Statistics, 15(1), 314-324. https://doi.org/10.1214/aos/1176350268

Asmussen, S. (1987). The heavy traffic limit of a class of Markovian queueing models. Oper. Res. Lett., 6(6), 301-306.

Jensen, J. L. (1986). A note on asymptotic expansions for the first order autoregressive progress. Institut for Matematiske Fag, Aarhus Universitet. Memoirs

Jensen, J. L. & Sørensen, M. (1986). Estimation of some aeolian saltation transport parameters: a re- analysis of Williams' data. Sedimentology, 33(4), 547-558. https://doi.org/10.1111/j.1365-3091.1986.tb00760.x

Asmussen, S. (1986). Estimation theory for multitype branching processes. I J. Janssen (red.), Semi-Markov models: theory and applications (s. 385-395). Plenum Publishing Corporation.

Jensen, J. L. (1986). Inference for the mean of a gamma distribution with unknown shape parameter. Scandinavian Journal of Statistics, 13(2), 135-151. http://www.jstor.org/stable/4616018

Labouriau, R. (1986). Robustez quantitativa do estimador de máxima verossimilhança em famílias exponenciais de distribuições. I Proceeding of SINAPE

Jensen, J. L. (1986). Similar tests and the standardized log likelihood ratio statistic. Biometrika, 73(3), 567-572. https://doi.org/10.1093/biomet/73.3.567

Asmussen, S. & Johansen, H. (1986). Über eine Stetigkeitsfrage betreffend das Bedienungssystem GI/G/s. Elektron. Informationsverarb. Kybernet. EIK, 22(10-11), 565-570.

Dalsgaard, K. & Jensen, J. L. (1985). A methodological study of the sieving of small sand samples. I O. E. Barndorff-Nielsen, J. T. Møller, K. Rømer Rasmussen & B. B. Willetts (red.), Proceedings of International Workshop on the Physics of Blown Sand, Aarhus, May 28-31, 1985 (Bind 3, s. 609-632). Aarhus University.

Embrechts, P., Jensen, J. L., Maejima, M. & Teugels, J. L. (1985). Approximations for compound Poisson and Pólya processes. Advances in Applied Probability, 17(3), 623-637. https://doi.org/10.2307/1427123

Asmussen, S. (1985). Conjugate processes and the simulation of ruin problems. Stochastic Process. Appl., 20(2), 213-229.

Asmussen, S. (1985). Erratum: "Approximations for the probability of ruin within finite time". Scandinavian Actuarial Journal, (1), 64.

Bernvil, S. S., Jensen, E. B. & Vaeth, M. (1985). Identification of carriers of haemophilia A. Ugeskrift for Læger, 147(13), 1105-1108.

Blæsild, P. & Jensen, J. L. (1985). Saddlepoint formulas for reproductive exponential models. Scandinavian Journal of Statistics, 12(3), 193-202. http://www.jstor.org/stable/4615988

Barndorff-Nielsen, O. E., Blæsild, P., Jensen, J. L. & Sørensen, M. (1985). The fascination of sand. I A. C. Atkinson & S. E. Fienberg (red.), A celebration of statistics: the ISI centenary volume (s. 57-87). Springer.

Barndorff-Nielsen, O. E., Jensen, J. L., Loft Nielsen, H., Rømer Rasmussen, K. & Sørensen, M. (1985). Windtunnel tracer studies of grain progress. I O. E. Barndorff-Nielsen, J. T. Møller, K. Rømer Rasmussen & B. B. Willetts (red.), Proceedings of the International Workshop on the Physics of Blown Sand: Aarhus, May 28-31, 1985 (Bind 2, s. 243-251). Department of Mathematical Sciences, Aarhus University.

Asmussen, S. (1984). Approximations for the probability of ruin within finite time. Scandinavian Actuarial Journal, (1), 31-57.

Jensen, J. L., Rasmussen, K. R., Sørensen, M. & Willetts, B. B. (1984). The Hanstholm experiment 1982. Sand grain saltation on a beach. Aarhus University. Research Report Bind 125

Asmussen, S. & Hering, H. (1983). Branching processes. Birkhäuser Verlag. Progress in probability and statistics Bind 3

Asmussen, S. & Edwards, D. (1983). Collapsibility and response variables in contingency tables. Biometrika, 70(3), 567-578.

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