Jan Pedersen

  1. 2018
  2. Submitted
  3. 2017
  4. Published

    Asymptotic theory of generalized estimating equations based on jack-knife pseudo-observations. / Overgaard, Morten; Parner, Erik Thorlund; Pedersen, Jan.

    In: Annals of Statistics, Vol. 45, No. 5, 31.10.2017, p. 1988-2015.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  5. E-pub ahead of print

    Equivalent martingale measures for Lévy-driven moving averages and related processes. / Basse-O'Connor, Andreas; Nielsen, Mikkel Slot; Pedersen, Jan.

    In: Stochastic Processes and Their Applications, 09.10.2017.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  6. Published
  7. 2015
  8. Published

    On Lévy semistationary processes with a gamma kernel. / Pedersen, Jan; Sauri, Orimar.

    XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013. ed. / Ramsés H. Mena; Juan Carlos Pardo; Víctor Rivero; Gerónimo Uribe Bravo. Springer, 2015. p. 217-239.

    Research output: Contribution to book/anthology/report/proceedingArticle in proceedings

  9. 2014
  10. Published

    On stochastic integration for volatility modulated Lévy-driven Volterra processes. / Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Pedersen, Jan; Veraart, Almut E D.

    In: Stochastic Processes and Their Applications, Vol. 124, No. 1, 2014, p. 812-847.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  11. Published

    Stochastic integration on the real line. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    In: Theory of Probability and Its Applications, Vol. 58, No. 2, 2014, p. 193-213.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  12. 2012
  13. Published

    Meta-times and extended subordination. / Barndorff-Nielsen, Ole E.; Pedersen, Jan.

    In: Theory of Probability and Its Applications, Vol. 56, No. 2, 2012, p. 319-327.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  14. Published

    Multiparameter processes with stationary increments: Spectral representation and integration. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    In: Electronic Journal of Probability, Vol. 17, 2012, p. Article 74.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  15. Published

    Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    Séminaire de Probabilités XLIV. ed. / Catherine Donati-Martin; Antoine Lejay; Alain Rouault. Vol. 2046 Springer, 2012. p. 61-74.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  16. 2011
  17. Published

    Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes. / Graversen, Svend-Erik; Pedersen, Jan.

    In: Electronic Communications in Probability, Vol. 16, 2011, p. 200-212.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  18. 2010
  19. Published

    Meta-Times and Extended Subordination. / Barndorff-Nielsen, Ole; Pedersen, Jan.

    Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2010.

    Research output: Working paper

  20. Published

    A unified approach to stochastic integration on the real line. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2010.

    Research output: Working paper

  21. Published

    Martingale-type processes indexed by the real line. / Basse-O'Connor, Andreas; Graversen, Svend-Erik; Pedersen, Jan.

    In: Alea, Vol. 7, 2010, p. 117-137.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  22. 2009
  23. Published

    Forelæsningsnoter til Overlevelsesanalyse 1. / Pedersen, Jan.

    Århus : Department of Mathematical Sciences, Aarhus University, 2009.

    Research output: Book/anthology/dissertation/reportCompendium/lecture notes

  24. Published

    Lévy driven moving averages and semimartingales. / Basse-O'Connor, Andreas; Pedersen, Jan.

    In: Stochastic Processes and Their Applications, Vol. 119, No. 9, 2009, p. 2970-2991.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  25. Published

    Representation and properties of a class of conditionally Gaussian processes. / Barndorff-Nielsen, Ole Eiler; Pedersen, Jan.

    In: Alea, Vol. 6, 2009, p. 179-197.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  26. 2008
  27. Published

    Forelæsningsnoter, Emner i Anvendt Statistik. / Pedersen, Jan.

    2008.

    Research output: Book/anthology/dissertation/reportCompendium/lecture notes

  28. 2006
  29. Published

    An introduction to Probability Theory. / Pedersen, Jan; Blæsild, P.

    4 ed. Det Naturvidenskabelige Fakultet, Aarhus Universitet, 2006. 150 p.

    Research output: Book/anthology/dissertation/reportBook

  30. Published

    The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Levy processes. / Pedersen, Jan.

    In: Journal of Theoretical Probability, Vol. 18, 2006, p. 209-235.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  31. 2004
  32. Published

    Relations between cone-parameter Levy processes and convolution semigroups. / Pedersen, J.; Sato, K.

    In: J. Math. Soc. Japan, Vol. 56, No. 2, 2004, p. 541-559.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  33. Published

    Semigroups and processes with parameter in a cone. / Pedersen, Jan; Sato, Ken-Iti.

    Abstract and applied analysis: proceedings of the International Conference held in Hanoi, August 17-21, 2002. ed. / N. M. Chuong; L. Nirenberg; W. Tutschke. World Scientific, 2004. p. 499-513.

    Research output: Contribution to book/anthology/report/proceedingArticle in proceedings

  34. 2003
  35. Published

    A continuous parametric shape model. / Hobolth, A.; Pedersen, Jan; Jensen, Eva B. Vedel.

    In: Annals of the Institute of Statistical Mathematics, Vol. 55, No. 2, 2003, p. 227-242.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  36. Published

    Cone-parameter Convolution Semigroups and their Subordination. / Pedersen, Jan; Sato, Ken-iti.

    In: Tokyo Journal of Mathematics, Vol. 26, No. 2, 2003, p. 503-525.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  37. Published

    Semigroups and processes with parameter in a cone. / Pedersen, J.; Sato, K.

    Århus : MaPhySto, University of Aarhus, 2003.

    Research output: Working paper

  38. Published

    The Lévy-Itô decomposition of an independently scattered random measure. / Pedersen, J.

    Århus : MaPhySto, University of Aarhus, 2003.

    Research output: Working paper

  39. Published

    The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes. / Pedersen, J.; Sato, K.

    Århus : MaPhySto, University of Aarhus, 2003.

    Research output: Working paper

  40. 2002
  41. Published

    A Deformable Template Model, with Special Reference to Elliptical Templates. / Hobolth, Asger; Pedersen, Jan; Jensen, Eva Bjørn Vedel.

    In: Journal of Mathematical Imaging and Vision, Vol. 17, No. 2, 2002, p. 131-137.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  42. Published

    Periodic Ornstein-Uhlenbeck processes driven by Levy processes. / Pedersen, J.

    In: Journal of Applied Probability, Vol. 39, 2002, p. 748-763.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  43. 2001
  44. Published

    A class of risk neutral densities with heavy tails. / Hartvig, N.V.; Jensen, J.L.; Pedersen, J.

    In: Finance and Stochastics, Vol. 5, No. 1, 2001, p. 115-128.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  45. Published

    Multivariate subordination, self-decomposability and stability. / Barndorff-Nielsen, O.E.; Pedersen, J.; Sato, Ken-Iti.

    In: Advances in Applied Probability, Vol. 33, No. 1, 2001, p. 160-187.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  46. 1999
  47. Published

    Ornstein-Uhlenbeck type processes with non-normal distribution. / Jensen, J.L.; Pedersen, Jan.

    In: Journal of Applied Probability, Vol. 36, No. 2, 1999, p. 389-402.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article