Concepedia

Søren Jensen

SJ

Statistics

Publications

21

Citations

925

H-Index

17

Active since

1972

Affiliations

University of Copenhagen(Current)

University of Maryland, Baltimore County

University of Maryland, Baltimore

N.N. Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences

Statistics Denmark

Søren Jensen is an author at University of Copenhagen specializing in engineering, numerical analysis, and statistics.

Top concepts

EngineeringNumerical AnalysisStatisticsStatistical InferenceApproximation TheoryComputational MechanicsFinite Element MethodNumerical SimulationEstimation TheoryStructural Optimization

Publications per year

1972–2011

21

Publications

21

ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH

Søren Jensen, Anders Rahbek · Econometric Theory · 2004 · 211 citations

Empirical Finance, Volatility Modeling, Engineering +16

Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

Søren Jensen, Anders Rahbek · Econometrica · 2004 · 152 citations

Nonstationary Case, Parameter Estimation, Qmle Estimator +10

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

Søren Jensen · The Annals of Statistics · 1988 · 74 citations · Full text

Distributed Random Vectors, Engineering, Inverse Covariance +6

Distribution of Eigenvalues in Multivariate Statistical Analysis

Steen A. Andersson, Hans K. Brons, Søren Jensen · The Annals of Statistics · 1983 · 69 citations · Full text

Spectral Theory, Invariant Multivariate, Multivariate Statistical Analysis +8

Globally convergent algorithms for maximizing a likelihood function

Søren Jensen, Søren Johansen, Steffen L. Lauritzen · Biometrika · 1991 · 44 citations

Large-scale Global Optimization, Cyclic Fixing, Engineering +11

1–5 of 21