Bent Nielsen

Available identifiers

zbMath Open nielsen.bentWikidataQ21716321 ScholiaQ21716321MaRDI QIDQ265296

List of research outcomes

Publication	Date of Publication	Type
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality	2025-01-02	Paper
A model where the least trimmed squares estimator is maximum likelihood	2024-09-16	Paper
Testing for rational bubbles in a coexplosive vector autoregression	2022-07-26	Paper
CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS	2020-03-03	Paper
Corrigendum to: ``Analysis of the forward search using some new results for martingales and empirical processes	2019-09-25	Paper
BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES	2019-06-26	Paper
Over-Dispersed Age-Period-Cohort Models	2019-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q4593677	2017-11-22	Paper
Asymptotic Analysis of Iterated 1-Step Huber-Skip M-Estimators with Varying Cut-Offs	2017-07-18	Paper
Asymptotic theory of outlier detection algorithms for linear time series regression models	2016-06-29	Paper
Rejoinder: Asymptotic theory of outlier detection algorithms for linear time series regression models	2016-06-29	Paper
Analysis of the forward search using some new results for martingales and empirical processes	2016-04-01	Paper
Identification and forecasting in mortality models	2016-01-13	Paper
Discussion: The forward search: theory and data analysis	2014-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q5326961	2013-08-01	Paper
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS	2011-08-16	Paper
The empirical process of autoregressive residuals	2010-10-15	Paper
Analysis of coexplosive processes	2010-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q3498090	2008-05-28	Paper
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression	2007-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q3433854	2007-04-20	Paper
Correlograms for Non-Stationary Autoregressions	2006-11-14	Paper
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS	2005-10-18	Paper
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank	2004-02-26	Paper
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes	2002-05-28	Paper
Conditional test for rank in bivariate canonical correlation analysis	2002-05-23	Paper
Cointegration analysis in the presence of structural breaks in the deterministic trend	2002-02-25	Paper
Expected Survival in the Cox Model	1998-01-22	Paper

Research outcomes over time

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