Department of Finance

Anders Rønn-Nielsen; Mads Stehr / Extremal Clustering and Cluster Counting for Spatial Random Fields
In: Bernoulli, Vol. 29, No. 4, 11.2023, p. 2771-2796

Anders Rønn-Nielsen; Mads Stehr / Extremes of Lévy-driven Spatial Random Fields with Regularly Varying Lévy Measure
In: Stochastic Processes and Their Applications, Vol. 150, 8.2022, p. 19-49

Mads Stehr; Anders Rønn-Nielsen / Extremes of Subexponential Lévy-driven Random Fields in the Gumbel Domain of Attraction
In: Extremes, Vol. 25, No. 1, 3.2022, p. 79–105

Anders Rønn-Nielsen; Dorte Kronborg; Mette Asmild / Permutation Tests on Returns to Scale and Common Production Frontiers in Nonparametric Models
København : Københavns Universitet 2022, 36 p. (IFRO Working Paper, Vol. 2022 / 05)

Mette Asmild; Dorte Kronborg; Anders Rønn-Nielsen / Applying Statistical Methods to Compare Frontiers : Are Organic Dairy Farms Better Than the Conventional?.
In: Advances in Efficiency and Productivity Analysis. NAPW 2018. ed. /Christopher F. Parmeter; Robin C. Sickles. Cham : Springer 2021, p. 335-348 (Springer Proceedings in Business and Economics)

Mads Stehr; Anders Rønn-Nielsen / Extreme Value Theory for Spatial Random Fields – With Application to a Lévy-Driven Field
In: Extremes, Vol. 24, No. 4, 12.2021, p. 753–795

Mads Stehr; Anders Rønn-Nielsen / Tail Asymptotics of an Infinitely Divisible Space-time Model with Convolution Equivalent Lévy Measure
In: Journal of Applied Probability, Vol. 58, No. 1, 3.2021, p. 42-67

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

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)

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)

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)

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)

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)

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

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

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, 2.2017, p. 574-589

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

Kristjana Ýr Jónsdóttir; Anders Rønn-Nielsen; Kim Mouridsen; Eva B. Vedel Jensen / Lévy-based Modelling in Brain Imaging
In: Scandinavian Journal of Statistics, Vol. 40, No. 3, 2013, p. 511-529