Anders Tolver Jensen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On convergence of the QMLE for misspecified GARCH models
Journal of Time Series Econometrics
2013-06-14Paper
Exit times for a class of piecewise exponential Markov processes with two-sided jumps
Stochastic Processes and their Applications
2007-08-20Paper
The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails
Stochastic Processes and their Applications
2005-08-05Paper


Research outcomes over time


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