S. T. Jensen

发表

ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS

S. T. Jensen, Anders Rahbek, Saskia Jensen, 2007, Econometric Theory.

ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC

S. T. Jensen, Anders Rahbek, 2007 .

Distribution of Eigenvalues in Multivariate Statistical Analysis

Steen A. Andersson, S. T. Jensen, S. A. Andersson, 1983 .

Globally convergent algorithms for maximizing a likelihood function

S. Lauritzen, S. Johansen, S. T. Jensen, 1991 .

Positive projections of symmetric matrices and Jordan algebras

S. T. Jensen, B. Fuglede, 2013 .

Estimation and Asymptotic Inference in the AR-ARCH Model

Theis Lange, Anders Rahbek, S. T. Jensen, 2011 .

Covariance Hypotheses Which are Linear in Both the Covariance and the Inverse Covariance

S. T. Jensen, Soren Tolver Jensen, 1988 .

Globally convergent algorithms for maximizing a likelihood function

S. Lauritzen, S. Johansen, S. T. Jensen, 1991 .

Estimation of proportional covariances

Søren Johansen, S. Johansen, S. T. Jensen, 1987 .

ASYMPTOTIC NORMALITY OF THE QMLE ESTIMATOR OF ARCH IN THE NONSTATIONARY CASE

S. T. Jensen, Anders Rahbek, 2004 .