Multivariate phase-type theory for the site frequency spectrum
Hobolth, Asger, Bladt, Mogens, Andersen, Lars Nørvang
Published in Journal of mathematical biology (01.12.2021)
Published in Journal of mathematical biology (01.12.2021)
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Journal Article
Simulation of multivariate diffusion bridges
Bladt, Mogens, Finch, Samuel, Sørensen, Michael
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.03.2016)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.03.2016)
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Journal Article
Multivariate matrix Mittag–Leffler distributions
Albrecher, Hansjörg, Bladt, Martin, Bladt, Mogens
Published in Annals of the Institute of Statistical Mathematics (01.04.2021)
Published in Annals of the Institute of Statistical Mathematics (01.04.2021)
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Journal Article
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon
Bladt, Mogens, Ivanovs, Jevgenijs
Published in Stochastic processes and their applications (01.12.2021)
Published in Stochastic processes and their applications (01.12.2021)
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Journal Article
Aggregate Markov models in life insurance: Properties and valuation
Ahmad, Jamaal, Bladt, Mogens, Furrer, Christian
Published in Insurance, mathematics & economics (01.11.2023)
Published in Insurance, mathematics & economics (01.11.2023)
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Journal Article
Estimating absorption time distributions of general Markov jump processes
Ahmad, Jamaal, Bladt, Martin, Bladt, Mogens
Published in Scandinavian journal of statistics (01.03.2024)
Published in Scandinavian journal of statistics (01.03.2024)
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Journal Article
Estimating absorption time distributions of general Markov jumpprocesses
Ahmad, Jamaal, Bladt, Martin, Bladt, Mogens
Published in Scandinavian journal of statistics (01.03.2024)
Published in Scandinavian journal of statistics (01.03.2024)
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Journal Article
Moments and polynomial expansions in discrete matrix-analytic models
Asmussen, Søren, Bladt, Mogens
Published in Stochastic processes and their applications (01.08.2022)
Published in Stochastic processes and their applications (01.08.2022)
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Journal Article
Phase-type distributions in population genetics
Hobolth, Asger, Siri-Jégousse, Arno, Bladt, Mogens
Published in Theoretical population biology (01.06.2019)
Published in Theoretical population biology (01.06.2019)
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Journal Article
Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case
Albrecher, Hansjörg, Bladt, Mogens, Yslas, Jorge
Published in Scandinavian journal of statistics (01.03.2022)
Published in Scandinavian journal of statistics (01.03.2022)
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Journal Article
Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariatecase
Albrecher, Hansjörg, Bladt, Mogens, Yslas, Jorge
Published in Scandinavian journal of statistics (01.03.2022)
Published in Scandinavian journal of statistics (01.03.2022)
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Journal Article
Corrigendum to ‘Simulation of multivariate diffusion bridges’
Bladt, Mogens, Finch, Samuel, Sørensen, Michael
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.09.2022)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.09.2022)
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Journal Article