arofi

Department of Finance

  • Center for Statistics
Anders
Rønn-Nielsen
Associate professor


Room: SOL/A4.26
Tel:
+4538153738
E-mail: aro.fi@cbs.dk
Presentation

Anders Rønn-Nielsen holds a M.Sc. in Statistics from University of Copenhagen and a PhD in Statistics and Probability Theory from Aarhus University. His research interests are divided between applied probability, in particular Lévy based spatial models, and statistical methods in efficiency analysis.

Primary research areas
  • Applied probability theory
  • Lévy based modelling
  • Statistical methods in efficiency analysis
Administrative tasks


Curriculum Vitae
Link to this homepage
www.cbs.dk/en/staff/arofi
Courses
  • Sandsynlighedsteori, Ha(mat)
  • Statistik og sandsynlighedsregning Ha(fil)
Supervision

Masters and Bachelor theses with a high content of probability theory and/or statistics

Other teaching activities


Selected publications


Publications sorted by:
2019
Anders Rønn-Nielsen; Eva B. Vedel Jensen / Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models
In: Journal of Applied Probability, Vol. 56, No. 1, 3.2019, p. 209–222
Journal article > peer review
Mette Asmild; Arne Henningsen; Dorte Kronborg; Anders Rønn-Nielsen / Comment on: "Testing Hypotheses in Nonparametric Models of Production" by Kneip, Simar, and Wilson (2016, JBES)
København : Københavns Universitet 2019, 3 p. (IFRO Working Paper, No. 2019 / 07)
Working paper
Anders Rønn-Nielsen; Dorte Kronborg; Mette Asmild / Exact Tests on Returns to Scale and Comparisons of Production Frontiers in Nonparametric Models
København : Københavns Universitet 2019, 23 p. (IFRO Working Paper, No. 2019/4)
Working paper
Mads Stehr; Anders Rønn-Nielsen / Tail Asymptotics of an Infinitely Divisible Space-Time Model with Convolution Equivalent Lévy Measure
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2019, 34 p. (CSGB Research Reports, No. 9)
Working paper
2018
Anders Rønn-Nielsen; Eva B. Vedel Jensen / Central Limit Theorem for Mean and Variogram Estimators in Lévy–based Models
Aarhus : Centre for Stochastic Geometry and Advanced Bioimaging (CSGB), Aarhus University 2018, 16 p. (CSGB Research Reports, No. 06)
Working paper
Mette Asmild; Dorte Kronborg; Anders Rønn-Nielsen / Testing Productivity Change, Frontier Shift, and Efficiency Change
Frederiksberg : Københavns Universitet 2018, 23 p. (IFRO Working Paper, No. 2018/7)
Working paper
2017
Anders Rønn-Nielsen; Jon Sporring; Eva B.Vedel Jensen / Estimation of Sample Spacing in Stochastic Processes
In: Image Analysis and Stereology, Vol. 36, No. 1, 2017, p. 43-49
Journal article > peer review
Anders Rønn-Nielsen; Eva B. Vedel Jensen / Excursion Sets of Infinitely Divisble Random Fields with Convolution Equivalent Lévy Measure
In: Journal of Applied Probability, Vol. 54, No. 3, 2017, p. 833-851
Journal article > peer review
Søren Asmussen; Jevgenijs Ivanovs; Anders Rønn Nielsen / Time Inhomogeneity in Longest Gap and Longest Run Problems
In: Stochastic Processes and Their Applications, Vol. 127, No. 2, 2017, p. 574-589
Journal article > peer review
2016
Anders Rønn-Nielsen; Eva B. Vedel Jensen / Tail Asymptotics for the Supremum of an Infinitely Divisible Field with Convolution Equivalent Lévy Measure
In: Journal of Applied Probability, Vol. 53, No. 1, 2016, p. 244–261
Journal article > peer review
More results... (total 11 results)
Academic Interests


Outside activities
  • Production of teaching materials for Gymnasieskolernes Lærerforening, December 2017
  • External examiner at Aarhus University (master’s), June 2018
  • External examiner at Aarhus University (master’s), August 2018
  • External examiner at Copenhagen University (master’s), May 2019