Publications

Publication list of Jens Ledet Jensen
Arranged in reverse chronological order.

Books

Saddlepoint Approximations. Clarendon Press, Oxford, 1995.

Publications in journals and proceedings

Light, atoms, and singularities. Co-authors: O.E. Barndorff-Nielsen and F.E. Benth. Progress in Probability, 52, 1-18, 2002.
A dependent rates model and MCMC based methodology for the maximum likelihood analysis of sequences with overlapping reading frames. Co-author: A-M.K. Pedersen. Mol Biol Evol, 18, 763-776, 2001
A class of risk neutral densities with heavy tails. Co-authors: N.V. Hartvig and J. Pedersen Finance and Stochastics, 5, 115-128, 2001.
Markov jump processes with a singularity. Co-authors: O.E. Barndorff-Nielsen and F.E. Benth. Adv. Appl. Probab, 32, 779-799, 2000.
Spatial mixture modelling of fMRI data. Co-author: N.V. Hartvig. Human Brain Mapping, 11, 233-248, 2000.
Probabilistic models of DNA sequence evolution with context dependent rates of substitution. Co-author: A-M.K. Pedersen. Adv. Appl. Probab. 32, 499-517, 2000.
Asymptotic normality of the maximum likelihood estimator in state space models. Co-author: N.V. Petersen. Ann. Statist. 27, 514-535, 1999.
Ornstein-Uhlenbeck type processes with non-normal distribution. Co-author: J. Pedersen. J. Appl. Probab. 36, 389-402, 1999.
Large deviation and other results for minimum contrast estimators. Co-author: A.T.A. Wood. Ann. Institute Math. Statist. 50, 673-695, 1998.
Some stationary processes in discrete and continuous time. With O.E. Barndorff-Nielsen and M. S{\o}rensen. {\em Adv. Appl. Prob. }{\bf 30}, 1998, 989-1007
Efficiency of the pseudo-likelihood estimate in a one-dimensional lattice gas. {\em Selected Proceedings of the Symposium on Estimating Functions}. Eds. I. Basawa, V.P. Godambe and R.L. Taylor, 1997, 369-379.
A saddlepoint approximation for the number of uniform spacings exceeding a given level. {\em Proceedings of the IV Symposium on Probability and Stochastic Processes, Gunanjuato, 1996}.
Contribution to the discussion of ``Overview of nonlinear time series analysis from a chaos perspective" by Howell Tong. {\em Scand. J. Statist. }{\bf 22}, 1995, 426-428.
On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes. With H.R. K\"unsch. {\em Ann. Inst. Statist. Math. } {\bf 46}, 1994, 475-486.
Asymptotic expansions at work. (Contribution to the Cramer Symposium, Stockholm, 1993). {\em Scand. Actuarial J.}, 1995, 143-152.
A statistical model for the streamwise component of a turbulent velocity field. With O.E. Barndorff-Nielsen and M. S{\o}rensen. {\em Ann. Geophysicae }{\bf 11}, 1993, 99-103.
Comments on nonparametric predictions of sunspot numbers. {\em The Astronomical Journal }{\bf 105}, 1993, 350-352.
Chaotic dynamical systems with a view towards statistics - a review. In O.E. Barndorff-Nielsen, J.L. Jensen and W.S. Kendall (eds.): {\em Networks and Chaos - Statistical and Probabilistic Aspects}, Chapman and Hall, London, 1993.
A note on asymptotic expansions for sums over a weakly dependent random field. {\em Ann. Inst. Statist. Math. }{\bf 45}, 1993, 353-360.
A historical sketch and some new results on the improved log likelihood ratio statistic. {\em Scand. J. Statist. }{\bf 20}, 1993, 1-15.
Asymptotic normality of estimates in spatial point processes. {\em Scand. J. Statist. }{\bf 20}, 1993, 97-109.
A note on a conjecture of H.E. Daniels. {\em REBRAPE }{\bf 6}, 1992, 85-95.
The modified signed likelihood statistic and saddlepoint approximations. {\em Biometrika }{\bf 79}, 1992, 693-703.
Saddlepoint approximations to the distribution of the total claim amount in some recent risk models. {\em Scand. Actuarial J.}, 1991, 154-168.
Saddlepoint approximations to exact tests and improved likelihood ratio tests for the gamma distribution. With L.B. Kristensen. {\em Commun. Statist. - Theory Meth. }{\bf 20}, 1991, 1515-1532.
Pseudolikelihood for exponential family models of spatial processes. With J. M{\o}ller. {\em Ann. Appl. Prob. }{\bf 1}, 1991, 445-461.
Saddlepoint expansions for sums of Markov dependent variables on a continuous state space. Probab. {\em Th. Rel. Fields }{\bf 89}, 1991, 181-199.
A large deviation type approximation for the 'box-class' of likelihood ratio criteria. {\em J. Amer. Statist. Assoc. }{\bf 86}, 1991, 437-440.
Uniform saddlepoint approximations and log-concave densities. {\em J. Roy. Statist. Soc. B }{\bf 53}, 1991, 157-172.
A note on asymptotic normality in the thermodynamic limit at low densities. {\em Adv. Appl. Math. }{\bf 12}, 1991, 387-399.
Two examples of statistics sufficiently smooth to admit an Edgeworth expansion. In Diana, G., Pace, L., Pesarin, F. and Salvan, A. (eds.): {\em Small Sample Asymptotics and Related Problems}, University of Padua, 1990, 1-24.
Parametric modelling of turbulence. With O.E. Barndorff-Nielsen and M. S{\o}rensen. {\em Phil. Trans. R. Soc. Lond. A }{\bf 332}, 1990, 439-455.
The extremal family generated by the Yule process. With B. Johansson. {\em Stochastic Processes and Their Applications }{\bf 36}, 1990, 59-76.
Is the "Improved likelihood ratio statistic" really improved in the discrete case? With M. Frydenberg. {\em Biometrika }{\bf 76}, 1989, 655-661.
Wind shear and hyperbolic distributions. With O.E. Barndorff-Nielsen and M. S{\o}rensen. {\em Boundary-Layer Meteorology }{\bf 49}, 1989, 417-431.
Validity of the formal Edgeworth expansion when the underlying distribution is partly discrete. {\em Probability Theory and Related Fields }{\bf 81}, 1989, 507-519.
Local and tail approximations near the Poisson limit. With A.D. Barbour. {\em Scand. J. Statist. }{\bf 16}, 1989, 75-87.
A note on the work of Goetze and Hipp concerning asymptotic expansions for sums of weakly dependent random vectors. In Mandel, P. and Huskova, M. (eds.): {\em Proceedings of The Fourth Prague Symposium on Asymptotic Statistics}, Charles University, Prague, 1989, 295-303.
Asymptotic expansions for strongly mixing Harris recurrent Markov chains. {\em Scand. J. Statist. }{\bf 16}, 1989, 47-63.
Maximum likelihood estimation of the hyperbolic parameters from grouped observations. {\em Computers and Geosciences }{\bf 14}, 1988, 389-408.
On the incubation time distribution and the Danish AIDS data. With J. Boldsen, J. S{\o}gaard and M. S{\o}rensen. {\em J. R. Statist. Soc. A } {\bf 151}, 1988, 42-43.
Uniform saddlepoint approximations. {\em Adv. Appl. Prob. } {\bf 20}, 1988, 622-634.
On asymptotic expansions in non-ergodic models. {\em Scand. J. Statist. }{\bf 14}, 1987, 305-318.
Standardized log likelihood ratio statistics for mixtures of discrete and continuous observations. {\em Ann. Statist. }{\bf 15}, 1987, 314-324.
A note on asymptotic expansions for Markov chains using operator theory. {\em Adv. Appl. Math. }{\bf 8}, 1987, 377-392.
Similar tests and the standardized log likelihood ratio statistics. {\em Biometrika }{\bf 73}, 1986, 567-572.
Inference for the mean of a Gamma distribution with unknown shape parameter. {\em Scand. J. Statist. }{\bf 13}, 1986, 135-151.
Estimation of some aeolian saltation parameters: a re-analysis of Williams' data. {\em Sedimentology} {\bf 33}, 1986, 547-558.
Approximations for compound Poisson and Polya processes. With P. Embrechts, M. Maejima and J. Teugels. {\em Adv. Appl. Prob. }{\bf 17}, 1985, 623-637.
Saddlepoint formulas for reproductive exponential models. With P. Blaesild. {\em Scand. J. Statist. }{\bf 12}, 1985, 193-202.
A methodological study of the sieving of small sand samples. With K. Dalsgaard. {\em Proceedings of the International Workshop on the Physics of Blown Sand}. Memoirs No. {\bf 8}, 1985, Department of Theoretical Statistics, University of Aarhus. A revised version is published as one half of a chapter in the book Principles, Methods and Application of Particle Size Analysis, edited by J.P.M. Syvitski, Cambridge University Press.
The fascination of sand. With O.E. Barndorff-Nielsen, P. Blaesild and M. S{\o}rensen. In A.C. Atkinson and S.E. Fienberg (eds.): {\em A Celebration of Statistics}, Springer-Verlag, New York, 1985, 57-87.
On the mathematical modelling of aeolian saltation. With M. S{\o}rensen. In B. Sumer and A. Mueller (eds.): {\em Mechanics of Sediment Transport}, Balkema, Rotterdam, 1982, 55-72.
On the relation between size and distance travelled for wind-driven sand grains - results and discussion of a pilot experiment using coloured sand. With O.E. Barndorff-Nielsen and M. S{\o}rensen. In B. Sumer and A. Mueller (eds.): {\em Mechanics of Sediment Transport}, Balkema, Rotterdam, 1982, 55-64.
Exponential transformation models. With O.E. Barndorff-Nielsen, P. Blaesild and B. J{\o}rgensen. {\em Proc. R. Soc. Lond. A }{\bf 379}, 1982, 41-54.
Multivariate distributions of hyperbolic type. With P. Blaesild. {\em Statistical Distributions in Scientific Work, Vol. }{\bf 4}, 1981, 45-66. D. Reidel Publ. Co., Dordrecht.
On the hyperboloid distribution. {\em Scand. J. Statist. }{\bf 8}, 193-206, 1981.

Submitted and non-published papers

Identifying distinct classes of bladder cancer using microarray. Co-authors: L.D. Andersen, T. Thykjær, M. Kruhøffer, N. Marcussen, S.H. Dutoit, H. Wolf, and T.F. Ørntoft. 2002.
Recursions for statistical multiple alignment. Co-authors: J. Hein and C.N.S. Pedersen. Research Report No. 425, 2002, Department of Theoretical Statistics, University of Aarhus.
Poisson approximation to the distribution of rare events in DNA evolution. Research Report No. 422, 2001, Department of Theoretical Statistics, University of Aarhus.
Ridge type calibration. Research Report No. 375), 1997, Department of Theoretical Statistics, University of Aarhus.
Errors in maximum entropy charge density distributions. With B.B. Iversen and J. Danielsen. {\em Acta Cryst.} {\bf A 53}, 1997, 376-387.
On the non-existence of a Bartlett correction for unit root test. With Andrew T.A. Wood. {\em Statistics and Probability Letters} {\bf 35}, 1997, 181-187.
A simple derivation of $r^*$ for a curved exponential families. {\em Scand. J. Statist.} {\bf 24}, 1997, 33-46.
Methods for estimating the singular component of a distribution. With Karl Broman, Peter Hall, and T.P. Speed. 1996.
Ensidet variansanalyse og line{\ae}r regression. Statistiske Interna nr. 49 (1995), Department of Theoretical Statistics, University of Aarhus. (Notes for a course for highschool teachers.)
CALQ: A new program to calculate the discharge of rivers. With Bente Clausen. 1994.
{Saddlepoint approximations, Edgeworth expansions and normal approximations - from independence to dependence.} Memoirs No. {\bf 12}, 1993, Department of Theoretical Statistics, University of Aarhus.
Sand transport studies in a wind tunnel using radioactive grains. Report on a pilot experiment. With O.E. Barndorff-Nielsen, H.L. Nielsen, K.R. Rasmussen and M. S{\o}rensen. Research Report 140 (1988), Department of Theoretical Statistics, University of Aarhus.
A note on asymptotic expansions for the first order autoregressive process. Memoirs No. {\bf 10} (1986), Department of Theoretical Statistics, University of Aarhus.
Windtunnel tracer studies of grain progress. With O.E. Barndorff-Nielsen, H.L. Nielsen, K.R. Rasmussen and M. S{\o}rensen. {\em Proceedings of the International Workshop on the Physics of Blown Sand}. Memoirs No. {\bf 8}, 1985, Department of Theoretical Statistics, University of Aarhus.
The Hanstholm experiment 1982. Sand grain saltation on a beach. With K.R. Rasmussen, M. S{\o}rensen and B.B. Willetts. Research Report No. 125 (1984), Department of Theoretical Statistics, University of Aarhus.
Similar tests and confidence regions for the group parameter of an exponential transformation model. Research Report No. 82 (1982), Department of Theoretical Statistics, University of Aarhus.
A note on the fiducial inference for the Fisher distribution on a sphere. Research Report No. 71 (1981), Department of Theoretical Statistics, University of Aarhus.

Edited volumes

Chaos and Networks. Statistical and Probabilistic Aspects . Proceedings of the First Séminaire Européen de Statistique held at Sandbjerg Manor and Department of Theoretical Statistics, Aarhus University 25 April - 7 May, 1992. London: Chapman & Hall. (1993). Jointly with O.E. Barndorff-Nielsen and W.S. Kendall.