Department of Mathematical Sciences

 

 
  1. 2010
  2. Published

    Weak convergence of the function-indexed integrated periodogram for infinite variance processes

    Can, U., Mikosch, Thomas Valentin & Samorodnitsky, G., 2010, In: Bernoulli. 16, 4, p. 995-1015 21 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

     A simple estimator for discrete-time samples from affine stochastic delay differential equations

    Sørensen, Michael, 2010, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 13, p. 125-132 8 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

     Maximum likelihood estimation for integrated diffusion processes

    Sørensen, Michael & Baltazar-Larios, F., 2010, Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. Chiarella, C. & Novikov, A. (eds.). Springer Science+Business Media, p. 407-423

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  5. 2009
  6. Published

    Quantum Cryptography as a Retrodiction Problem

    Werner, Albert H., Franz, T. & Werner, R. F., 25 Nov 2009, In: Physical Review Letters. 103, 22, 220504.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Transmitter-phenotypes of commissural interneurons in the lumbar spinal cord of newborn mice

    Restrepo, C. E., Lundfald, L., Szabó, G., Erdélyi, F., Zeilhofer, H. U., Glover, J. C. & Kiehn, Ole, 10 Nov 2009, In: Journal of Comparative Neurology. 517, 2, p. 177-192 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    On the classification of nonsimple graph C*-algebras

    Eilers, Søren & Tomforde, M., 1 Nov 2009, In: Mathematische Annalen. 346, 2, p. 393-418 26 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    On the zero set of G-equivariant maps

    Buono, P. L., Helmer, M. & Lamb, J. S. W., Nov 2009, In: Mathematical Proceedings of the Cambridge Philosophical Society. 147, 3, p. 735-755 21 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    ASYMPTOTIC NORMALITY OF THE QUASI-MAXIMUM LIKELIHOOD ESTIMATOR FOR MULTIDIMENSIONAL CAUSAL PROCESSES

    Bardet, J. & Wintenberger, O., Oct 2009, In: Annals of Statistics. 37, 5B, p. 2730-2759

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Implied and realized volatility in the cross-section of equity options

    Ammann, M., Skovmand, David Glavind & Verhofen, M., 1 Sep 2009, In: International Journal of Theoretical and Applied Finance. 12, 6, p. 745-765 21 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Holonomy loops, spectral triples and quantum gravity

    Johannes , A., Grimstrup, J. M. & Nest, Ryszard, 27 Jul 2009, In: Classical and Quantum Gravity. p. 165001

    Research output: Contribution to journalJournal articleResearchpeer-review