University of Bergen : Faculty Math and Nat. Sci. : Department of Mathematics : Publications

Reports in statistics

 

This is a complete listing of all the reports in statistics at the Department of mathematics. To get a copy of a particular report, please contact the author(s), or send a request to the office staff.

2003:
  1. Terje Myklebust and Hans Arnfinn Karlsen, Coupling of Markov chains on a general state space, March 2003. (PDF)
1999:
  1. Bjørn Sundt, On multivariate Vernic recursions, July 1999
  2. Bjørn Sundt, Multivariate compound Poisson distributions and infinite divisibility, March 1999
1997:
  1. Bjørn Sundt, Recursions for Convolutions of discrete uniform Distributions revisited, September 1997
  2. Bjørn Sundt, Homogeneous Credebility Estimators, September 1997
1996:
  1. Jan. H. Aarseth and Ivar Heuch, Assessing uncertainty in knowledge-based sytems for data analysis by simulation, August 1996
  2. Jan H. Aarseth and Ivar Heuch, Interfaces in a knowledge-based statistical system, as exemplified by Express, July 1996
  3. Jan H. Aarseth and Ivar Heuch, Logistrule: A knowledge-based systems for logistic regression, July 1996
  4. Jan H. Aarseth and Ivar Heuch, User’s guide to Express: A tool for building knowledge-based systems for statistical data analysis, July 1996
  5. Jan Dhaene, Gordon Willmot and Bjørn Sundt, Recursions for Distribution Functions and Stop-Loss Transforms, June 1996
1995:
  1. Hans Julius Skaug and Dag Tjøstheim, Testing for serial independence using measures of distance between densities, November 1995
1994:
  1. Håkong K. Gjessing, Integral conditions for Skorod stochastical differential equations, June 1994
1993:
  1. Håkon K. Gjessing, A note on the Wick product, March 1993
1990:
  1. Hans Julius Skaug, The limit distribution on the Hoeffding statistic for test of serial independence.
  2. Bjørn Auestad and Dag TjøstheimFunctional identification in nonlinear time series, July 1990
1989:
  1. Dag Tjøstheim and Bjørn Auestad, Identification of nonlinear time series. First order characterization and order determination, November 1989
1988:
  1. Dag Tjøstheim and Gyrid Johnsen, Estimation of AR parameters in time series with suddenly changing structure, July 1988
  2. Hans Karlsen and Dag Tjøstheim, Segmentation of data traces with applications to dipmeter oilwell measurements, February 1988
1987:
  1. Hans Karlsen and Dag Tjøstheim, Consistent estimates for the NEAR(2) and NLAR(2) time series models, February 1987
1986:
  1. Hans A. Karlsen, Existence of moments in doubly stochastic time series models, October 1986
  2. Per Mykland, Stable subspaces over regular solutionsof Martingale problems, July 1986
  3. Per Mykland, Statistical causality, July 1986
  4. Hans Karlsen and Dag Tjøstheim, Fitting nonstationary autoregressive models to dipmeter data, July 1986
  5. Dan Lysne and Dag Tjøstheim, Loss of spectral peaks in autoregressive spectral estimation, February 1986
1985:
  1. Boonchai K. Stensholt and Dag Tjøstheim, Multiple bilinear time series models, June 1985
1984:
  1. Jostein Paulsen, Least square estimates for autoregressive processes with a powerbounded variance, November 1984
  2. Ivar Heuch and Rolv T. Lie, Genotype frequencies associated with incompatibilitysystems in Tristylous Plants, January 1984
1983:
  1. Dag Tjøstheim and Jostein Paulsen , Autoregressive prosecces with a time dependent variance II: Some further properties of least sequances estimates, July 1983
  2. Trond Riise and Dag Tjøstheim, Theory and practice of multivariate arma forecasting, March 1983
  3. Jostein Paulsen and Dag Tjøstheim, On the estimation of residual variancesand order in uatoregressive time series, February 1983
1982:
  1. Jostein Paulsen, Impact of random number generators in time series Monte Carlo simulation, October 1982
  2. Jostein Paulsen, Order determination of multivariate autoregressive time series with unit roots, July 1982
  3. Jostein Paulsen, Characterization, estimation and prediction of multivariate autoregressive time series with unit roots, July 1982
1981:
  1. Dag Tjøstheim and Jostein Paulsen, Bias og some commonly used time series estimates, December 1981
  2. John S. Tyssedal and Dag Tjøstheim, Autoregressive processes with a timedependent variance, May 1981

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