Center for Statistics
The Center for Statistics conducts research and teaching in probability theory, theoretical statistics, machine learning, and applied statistics.
About (Panel content)
About us
The Center for Statistics conducts research in statistics, probability theory, and applied statistics.
Research topics include:
- extreme value theory
- non- and semiparametric statistics
- missing data problems
- causal inference
- graphical models
- event history analysis
- benchmarking
- spatio-temporal modeling
- machine learning
- econometrics
The center is also involved in the application of statistical methods to various fields, including business economics and finance.
The center is responsible for most of the statistics courses taught at CBS. This includes the main statistics courses for the BSc and the HD programmes as well as advanced courses forming part of the BSc and MSc in Business Administration and Mathematical Business Economics programmes.
The Center for Statistics has since January 2004 been integrated as a center within the Department of Finance.
People (Panel content)
People
Below, you will find an alphabetical list of staff members connected to Center for Statistics. You can read more on the individual profile pages.
Centre coordinator:
Other people
Gorm Gabrielsen, Associate professor emeritus
Research (Panel content)
Research
The Center for Statistics conducts research on both the theoretical foundations and practical applications of statistics and probability. Our work spans a broad range of topics, including:
Causal inference, econometrics, empirical process theory, extreme value theory, financial econometrics, probability theory, stochastic processes, and statistical computing, among other topics.
Selected research publications
Mogensen, S. W. (2025). Weak equivalence of local independence graphs, Bernoulli (to appear)
Beyhum, J., and Striaukas, J. (2024). Testing for sparse idiosyncratic components in factor-augmented regression models, Journal of Econometrics, 244(1), 105845.
Boyarchenko, N., Larsen, L. C., and Whelan, P. (2023). The overnight drift, The Review of Financial Studies, 36(9), 3502-3547.
Rønn-Nielsen, A., and Stehr, M. (2023). Extremal clustering and cluster counting for spatial random fields, Bernoulli, 29(4), 2771-2796.
Christoffersen, B., Lando, D., and Nielsen, S. F. (2022). Estimating volatility in the Merton model: The KMV estimate is not maximum likelihood, Mathematical Finance, 32(4), 1214-1230.
Rønn-Nielsen, A., and Stehr, M. (2022). Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure, Stochastic Processes and their Applications, 150, 19-49.
Andersen, T. G., and Varneskov, R. T. (2022). Consistent Local Spectrum Inference for Predictive Return Regressions, Econometric Theory, 38(6), 1253-1307.
Fabozzi, F. J., Klingler, S., Mølgaard, P., & Nielsen, M. S. (2021). Active loan trading. Journal of Financial Intermediation, 46, 100868.
Mogensen, S. W., and Hansen, N. R. (2020). Markov equivalence of marginalized local independence graphs. The Annals of Statistics, 48(1), 539-559.
Asmild, M., Kronborg, D., and Matthews, K. (2016). Introducing and modeling inefficiency contributions, European Journal of Operational Research, 248(2), 725-730.
Dalgaard, P. (2008). Introductory statistics with R. Springer.
Events (Panel content)
Events and Seminars
Center for Statistics hosts a series of seminars each semester dedicated to the field of statistics. No registration is required, and everyone is welcome to attend.
The seminar series covers both theoretical and applied statistics.
Topics include:
- causal and statistical inference
- machine learning methods and applications
- probability theory
- and other areas within statistics
Courses (Panel content)
Courses and Degree Programs
Statistics (HA almen)
Faculty
Mads Stenbo Nielsen, Mads Stehr, Lars Christian Larsen, Søren Wengel Mogensen
Programme
Mandatory course at HA almen erhvervsøkonomi
Find more information about the course here.
Statistics (BSc in International Business)
Faculty
Søren Feodor Nielsen
Programme
Mandatory course at BSc in International Business
Find more information about the course here.
Statistics (BSc in International Shipping and Trade)
Faculty
Søren Feodor Nielsen
Programme
Mandatory course at BSc in International Shipping and Trade
Find more information about the course here.
Probability Theory
Faculty
Anders Rønn-Nielsen
Programme
Mandatory course at HA(mat.) - erhvervsøkonomi og matematik
Find more information about the course here.
Mathematical Statistics
Faculty
Mads Stehr, Anders Rønn-Nielsen
Programme
Mandatory course at HA(mat.) - erhvervsøkonomi og matematik
Find more information about the course here.
Statistical Models
Faculty
Peter Dalgaard
Programme
Mandatory course at HA(mat.) - erhvervsøkonomi og matematik
Read more about Statistical Models
Mathematical Finance 2: Continuous Time Finance
Faculty
Lars Christian Larsen
Programme
Elective course at Study Board of Finance, Economics & Mathematics
Read more about Mathematical Finance 2
Statistical Analysis of Financial Data
Faculty
Peter Dalgaard
Programme
Elective course at Study Board of Finance, Economics & Mathematics
Read more about Statistical Analysis of Financial Data
Predictive Modeling and Machine Learning
Faculty
Jonas Striaukas
Programme
Elective course at Study Board of Finance, Economics & Mathematics
Read more about Predictive Modeling and Machine Learning
Quantitative Methods
Faculty
Søren Wengel Mogensen
Programme
Mandatory course at cand.merc Finance and Investments
Read more about Quantitative Methods
Applied Machine Learning for Economics and Finance
Faculty
Jonas Striaukas
Programme
Elective course at Study Board of General Management
Read more about Applied Machine Learning for Economics and Finance