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Mikkel Slot Nielsen

Aarhus University

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Publication

Featured researches published by Mikkel Slot Nielsen.

arXiv: Probability | 2017

A continuous-time framework for ARMA processes

Andreas Basse-O'Connor; Mikkel Slot Nielsen; Jan Skov Pedersen; Victor Ulrich Rohde

arXiv: Probability | 2018

Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes

Richard A. Davis; Mikkel Slot Nielsen; Victor Ulrich Rohde

arXiv: Probability | 2018

Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages.

Mikkel Slot Nielsen; Jan Skov Pedersen

arXiv: Probability | 2018

Multivariate stochastic delay differential equations and CAR representations of CARMA processes

Andreas Basse-O'Connor; Mikkel Slot Nielsen; Jan Skov Pedersen; Victor Ulrich Rohde

Stochastic Processes and their Applications | 2017

Equivalent martingale measures for Lévy-driven moving averages and related processes

Andreas Basse-O’Connor; Mikkel Slot Nielsen; Jan Skov Pedersen

Archive | 2016

Undergraduate Convexity: Problems and Solutions

Mikkel Slot Nielsen; Victor Ulrich Rohde

Archive | 2016

Fourier-Motzkin elimination

Mikkel Slot Nielsen; Victor Ulrich Rohde

Archive | 2016

Computations with polyhedra

Mikkel Slot Nielsen; Victor Ulrich Rohde

Archive | 2016

Convex functions of several variables

Mikkel Slot Nielsen; Victor Ulrich Rohde

Archive | 2016

Differentiable functions of several variables

Mikkel Slot Nielsen; Victor Ulrich Rohde

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Victor Ulrich Rohde

Aarhus University

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Jan Skov Pedersen

Aarhus University

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Andreas Basse-O'Connor

Aarhus University

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Andreas Basse-O’Connor

Aarhus University

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Richard A. Davis

Columbia University

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