Pedersen, Jan

(as bibtex)

Elsewhere: [math people] [google] [google scholar]

Articles (30)

• Pedersen, Jan, Parner, Erik Thorlund, Overgaard, Morten. Asymptotic theory of generalized estimating equations based on jack-knife pseudo-observations. The Annals of Statistics 2017. 45:1988-2015
• Basse-O'Connor, Andreas, Graversen, Svend-Erik, Pedersen, Jan. Multiparameter processes with stationary increments: Spectral representation and integration. Electronic Journal of Probability 2012. 17:1-21
• Graversen, Svend-Erik, Pedersen, Jan. Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes. Electronic Communications in Probability 2011. 16:200-212
• Pedersen, Jan, Graversen, Svend-Erik. Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes. Electronic Communications in Probability 2011. 2011:-
• Graversen, Svend-Erik, Pedersen, Jan. Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes. Electronic Communications in Probability 2011. 16:200-212
• Basse-O'Connor, Andreas, Graversen, Svend-Erik, Pedersen, Jan. Martingale-type processes indexed by the real line. ALEA: Latin American Journal of Probability and Mathematical Statistics 2010. 7:117-137
• Basse-O'Connor, Andreas, Graversen, Svend-Erik, Pedersen, Jan. Martingale-type processes indexed by the real line. ALEA: Latin American Journal of Probability and Mathematical Statistics 2010. 7:117-137
• Barndorff-Nielsen, Ole E., Pedersen, Jan. Representation and properties of a class of conditionally Gaussian processes. ALEA: Latin American Journal of Probability and Mathematical Statistics 2009. 6:179-197
• Sato, Ken-iti, Pedersen, Jan. The Class of Distributions of Periodic Ornstein–Uhlenbeck Processes Driven by Lévy Processes. Journal of Theoretical Probability 2005. 18:209-235
• Pedersen, Jan, Sato, Ken-Iti. The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes. Journal of Theoretical Probability 2005. 18:209-235
• Hobolth, Asger, Pedersen, Jan, Jensen, Eva B. Vedel. A continuous parametric shape model. Annals of the Institute of Statistical Mathematics 2003. 55:227-242
• Pedersen, Jan. Periodic Ornstein-Uhlenbeck processes driven by Lévy processes. Journal of Applied Probability 2002. 39:748-763
• Pedersen, Jan. Periodic Ornstein-Uhlenbeck processes driven by Lvy processes. Journal of Applied Probability 2002. 39:748-763
• Barndorff-Nielsen, Ole E., Pedersen, Jan, Sato, Ken-Iti. Multivariate subordination, self-decomposability and stability. Advances in Applied Probability 2001. 33:160-187
• Pedersen, Jan, Jensen, Jens Ledet, Hartvig, Niels Væver. A class of risk neutral densities with heavy tails. Finance and Stochastics 2001. 5:115-128
• Pedersen, Jan. Convergence of strategies: An approach using Clark-Haussmann's formula. Finance and Stochastics 1999. 3:323-344
• Jensen, Jens Ledet, Pedersen, Jan. Ornstein-Uhlenbeck type processes with non-normal distribution. Journal of Applied Probability 1999. 36:389-402
• Pedersen, Jan. A class of continuous-time GARCH-type processes. Stochastics and Stochastics Reports 1999. 65:229-254
• Pedersen, Jan. Convergence of strategies: An approach using Clark-Haussmann's formula. Finance and Stochastics 1999. 3:323-344
• Jensen, Jens Ledet, Pedersen, Jan. Ornstein-Uhlenbeck type processes with non-normal distribution. Journal of Applied Probability 1999. 36:389-402
• Conradsen, Knut, Pedersen, Jan. Analysis of two-dimensional electrophoretic gels. Biometrics 1992. 48:1273-1287
• Pedersen, Jan. Situations, summaries and model objects.
• McDonald, John Alan, Pedersen, Jan. Geometric abstractions for constrained optimization of layouts.
• Pedersen, Jan. Situations, summaries and model objects.
• McDonald, John Alan, Pedersen, Jan. A case study in statistical computing in a Lisp environment: Geometric abstractions for constrained optimization of layouts.
• McDonald, John Alan, Pedersen, Jan. Computing environments for data analysis III: Programming environments. SIAM Journal on Scientific and Statistical Computing 1988. 9:380-400
• McDonald, John Alan, Pedersen, Jan. Integrated programming environments (Abstract).
• McDonald, John Alan, Pedersen, Jan. Computing environments for data analysis I: Introduction. SIAM Journal on Scientific and Statistical Computing 1985. 6:1004-1012
• McDonald, John Alan, Pedersen, Jan. Computing environments for data analysis II: Hardware. SIAM Journal on Scientific and Statistical Computing 1985. 6:1013-1021
• McDonald, John A., Pedersen, Jan. Graphics workstations for data analysis.