Research output per year
Research output per year
Personal profile
Research
My research covers mutiple topics in statistics and probability theory. I have published articles on stochastic processes, including Lévy processes in particular, and topics in survival analysis. I am currently co-supervising three PhD students.
Profile
I am an Associate Professor at the Department of Mathematics and a member of the resarch group in Stochastics. My academic career began with a PhD from Aarhus University in 1996, and subsequently, I have held a postdoctoral position at Humboldt University in Berlin and worked as an actuary in Copenhagen.
Teaching
I have taught both introductory and advanced courses in probability theory and statistics. Currently, I teach stochastic processes in the spring and alternatingly statistical inference and survival analysis in the fall. In addition, I supervise bachelor's and master's students in a wide range of topics, often in collaboration with companies.
Previously, I have been head of the Master's programme in statistics and of the bachelor's programme in mathematics and economics.
Keywords
- Probability theory
- Statistics
Fingerprint
Dive into the research topics where Jan Pedersen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
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On infinite divisibility of a class of two-dimensional vectors in the second wiener chaos
Basse-O’connor, A., Pedersen, J. & Rohde, V., Sept 2020, In: Modern Stochastics: Theory and Applications. 7, 3, p. 267-289 23 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access -
Stochastic delay differential equations and related autoregressive models
Basse-O'Connor, A., Nielsen, M. S., Pedersen, J. & Rohde, V. U., 2020, In: Stochastics: An International Journal of Probability and Stochastic Processes . 92, 3, p. 454-477 24 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages
Nielsen, M. S. & Pedersen, J., 2019, In: ESAIM: Probability & Statistics. 23, p. 803-822 20 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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Multivariate stochastic delay differential equations and CAR representations of CARMA processes
Basse-O'Connor, A., Nielsen, M. S., Pedersen, J. & Rohde, V. U., 1 Oct 2019, In: Stochastic Processes and Their Applications. 129, 10, p. 4119-4143 25 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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Pseudo-observations under covariate-dependent censoring
Overgaard, M., Parner, E. T. & Pedersen, J., Sept 2019, In: Journal of Statistical Planning and Inference. 202, September, p. 112-122 11 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Activities
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Evaluation committee (PhD) (External organisation)
Jan Pedersen (Member)
14 Feb 2014Activity: Membership types › Member of committee, council, board
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Progress in high dimensional probability: An international conference in honour of Jørgen Hoffmann-Jørgensen
Jan Pedersen (Organizer)
2013Activity: Participating in or organising an event types › Participation in or organisation af a conference
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Stochastic integration on the real line
Jan Pedersen (Speaker)
10 Jan 2012Activity: Participating in or organising an event types › Participation in or organisation of workshop, seminar or course
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Workshop on ambit stochastics
Jan Pedersen (Speaker)
11 Sept 2011 → 14 Sept 2011Activity: Participating in or organising an event types › Participation in or organisation of workshop, seminar or course
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Stochastic processes and their applications (Journal)
Jan Pedersen (Reviewer)
2011 → …Activity: Publication peer-review and editorial work types › Peer review of manuscripts › Research