Mikkel Bennedsen

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All published works

Action	Title	Year	Authors
+ PDF Chat	The Global Carbon Budget as a cointegrated system	2024	Mikkel Bennedsen Eric Hillebrand Morten Ørregaard Nielsen
+	Dealing with regression models’ endogeneity by means of an adjusted estimator for the Gaussian copula approach	2024	Benjamin D. Liengaard Jan-Michael Becker Mikkel Bennedsen Phillip Heiler Luke Taylor Christian M. Ringle
+ PDF Chat	A Statistical Reduced Complexity Climate Model for Probabilistic Analyses and Projections	2024	Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman
+ PDF Chat	Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year	2024	Mikkel Bennedsen
+ PDF Chat	Estimating Breakpoints between Climate States in Paleoclimate Data	2024	Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman Kathrine Larsen
+ PDF Chat	Continuous-time state-space methods for delta-O-18 and delta-C-13	2024	Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman Kathrine Larsen
+ PDF Chat	Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility	2024	Mikkel Bennedsen Kim Christensen Peter Christensen
+	Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year	2024	Mikkel Bennedsen
+ PDF Chat	Composite Likelihood Estimation Of Stationary Gaussian Processes With a View Toward Stochastic Volatility	2024	Mikkel Bennedsen Kim Christensen Peter Christensen
+ PDF Chat	Inference and forecasting for continuous-time integer-valued trawl processes	2023	Mikkel Bennedsen Asger Lunde Neil Shephard Almut E. D. Veraart
+	Global Temperature Projections from a Statistical Energy Balance Model Using Multiple Sources of Historical Data	2023	Mikkel Bennedsen Eric Hillebrand Jingying Zhou Lykke
+ PDF Chat	On the evidence of a trend in the CO2 airborne fraction	2023	Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman
+	A New Approach to the CO2 Airborne Fraction: Enhancing Statistical Precision and Tackling Zero Emissions	2023	Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman
+	Energy, economy, and emissions: A non-linear state space approach to projections	2023	Mikkel Bennedsen Eric Hillebrand Jingying Zhou Lykke
+	Is there evidence of a trend in the CO2 airborne fraction?	2022	Mikkel Bennedsen Eric Hillebrand Siem Jan Koopman
+	Global temperature projections from a statistical energy balance model using multiple sources of historical data	2022	Mikkel Bennedsen Eric Hillebrand Jingying Zhou Lykke
+ PDF Chat	Designing a statistical procedure for monitoring global carbon dioxide emissions	2021	Mikkel Bennedsen
+	Inference and forecasting for continuous-time integer-valued trawl processes	2021	Mikkel Bennedsen Asger Lunde Neil Shephard Almut E. D. Veraart
+ PDF Chat	Decoupling the Short- and Long-Term Behavior of Stochastic Volatility	2020	Mikkel Bennedsen Asger Lunde and Mikko S Pakkanen
+ PDF Chat	Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data	2020	Mikkel Bennedsen
+	Designing a statistical monitoring procedure for verifying global CO$_2$ emissions	2019	Mikkel Bennedsen
+	Designing a statistical procedure for monitoring global carbon dioxide emissions	2019	Mikkel Bennedsen
+ PDF Chat	The local fractional bootstrap	2018	Mikkel Bennedsen Ulrich Hounyo Asger Lunde Mikko S. Pakkanen
+ PDF Chat	Hybrid scheme for Brownian semistationary processes	2017	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen
+	Decoupling the short- and long-term behavior of stochastic volatility	2016	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen
+ PDF Chat	Decoupling the Short- and Long-Term Behavior of Stochastic Volatility	2016	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen
+	Decoupling the short- and long-term behavior of stochastic volatility	2016	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen
+	Discretization of Lévy semistationary processes with application to estimation	2014	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen
+	Discretization of Lévy semistationary processes with application to estimation	2014	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen
+	Discretization of Lévy semistationary processes with application to estimation	2014	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen

Common Coauthors

Coauthor	Papers Together
Asger Lunde	11
Eric Hillebrand	10
Mikko S. Pakkanen	8
Siem Jan Koopman	6
Jingying Zhou Lykke	3
Peter Christensen	2
Kim Christensen	2
Neil Shephard	2
Almut E. D. Veraart	2
Kathrine Larsen	2
Morten Ørregaard Nielsen	1
Benjamin D. Liengaard	1
Phillip Heiler	1
and Mikko S Pakkanen	1
Christian M. Ringle	1
Luke Taylor	1
Jan-Michael Becker	1
Ulrich Hounyo	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes	2013	Ole E. Barndorff‐Nielsen Fred Espen Benth Almut E. D. Veraart	7
+ PDF Chat	Ambit Processes; with Applications to Turbulence and Tumour Growth	2007	Ole E. Barndorff‐Nielsen Jürgen Schmiegel	7
+	Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise	2008	Ole E. Barndorff‐Nielsen Peter Reinhard Hansen Asger Lunde Neil Shephard	5
+ PDF Chat	Stochastic Models That Separate Fractal Dimension and the Hurst Effect	2004	Tilmann Gneiting Martin Schlather	5
+ PDF Chat	Hybrid scheme for Brownian semistationary processes	2017	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen	5
+	A Bayesian Analysis of Kriging	1993	Mark S. Handcock Michael L. Stein	4
+	Microstructure noise in the continuous case: The pre-averaging approach	2008	Jean Jacod Yingying Li Per A. Mykland Mark Podolskij Mathias Vetter	4
+	Estimators of Fractal Dimension: Assessing the Roughness of Time Series and Spatial Data	2012	Tilmann Gneiting Hana Ševčíková Donald B. Percival	4
+ PDF Chat	Assessing relative volatility/ intermittency/energy dissipation	2014	Ole E. Barndorff‐Nielsen Mikko S. Pakkanen Jürgen Schmiegel	4
+	Asymptotic theory for Brownian semi-stationary processes with application to turbulence	2013	José Manuel Corcuera Emil Hedevang Mikko S. Pakkanen Mark Podolskij	4
+ PDF Chat	Short-time at-the-money skew and rough fractional volatility	2016	Masaaki Fukasawa	4
+ PDF Chat	Multipower variation for Brownian semistationary processes	2011	Ole E. Barndorff‐Nielsen José Manuel Corcuera Mark Podolskij	4
+	Monte Carlo Methods in Financial Engineering	2003	Paul Glasserman	3
+	NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH	2009	Dennis Kristensen	3
+ PDF Chat	Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data	2020	Mikkel Bennedsen	3
+	SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS	1996	Fabienne Comte	3
+ PDF Chat	Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes	2016	Thibault Jaisson Mathieu Rosenbaum	3
+ PDF Chat	Estimating and Testing Linear Models with Multiple Structural Changes	1998	Jushan Bai Pierre Perrón	2
+	Semi-parametric estimation of the hölder exponent of a stationary gaussian process with minimax rates	2001	Gabriel Lang François Roueff	2
+ PDF Chat	Decoupling the Short- and Long-Term Behavior of Stochastic Volatility	2016	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen	2
+	AN OVERVIEW OF COMPOSITE LIKELIHOOD METHODS	2011	Cristiano Varin Nancy Reid David Firth	2
+	Composite likelihood methods	1988	Bruce G. Lindsay	2
+ PDF Chat	A note on pseudolikelihood constructed from marginal densities	2004	D. R. Cox Nancy Reid	2
+	Chapter 45 Estimation and inference for dependent processes	1994	Jeffrey M. Wooldridge	2
+ PDF Chat	Fitting Vast Dimensional Time-Varying Covariance Models	2020	Cavit Pakel Neil Shephard Kevin Sheppard Robert Engle	2
+	Discretization of Lévy semistationary processes with application to estimation	2014	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen	2
+ PDF Chat	A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation	2017	Ulrich Hounyo Rasmus T. Varneskov	2
+	COMMENTS ON PAIRWISE LIKELIHOOD IN TIME SERIES MODELS	2011	Richard A. Davis Chun Yip Yau	2
+ PDF Chat	THE SIZE DISTORTION OF BOOTSTRAP TESTS	1999	Russell Davidson James G. MacKinnon	2
+ PDF Chat	Quasi Ornstein–Uhlenbeck processes	2011	Ole E. Barndorff‐Nielsen Andreas Basse-O’Connor	2
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+ PDF Chat	Quantitative Breuer–Major theorems	2010	Ivan Nourdin Giovanni Peccati Mark Podolskij	2
+	Monitoring Structural Change	1996	Chia-Shang James Chu Maxwell B. Stinchcombe Halbert White	1
+	Fast solution of toeplitz systems of equations and computation of Padé approximants	1980	Richard P. Brent Fred G. Gustavson David Y. Y. Yun	1
+ PDF Chat	Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles	2008	Jean‐François Coeurjolly	1
+	SOME SIMPLE MODELS FOR DISCRETE VARIATE TIME SERIES<sup>1</sup>	1985	Ed McKenzie	1
+	None	2000	Peter Hall Wolfgang Karl Härdle Torsten Kleinow Peter Schmidt	1
+	Alternative empirical distributions based on weighted linear combinations of order statistics	2000	Theodore P. Hill James E. Mann	1
+ PDF Chat	A note on composite likelihood inference and model selection	2005	Cristiano Varin Paolo Vidoni	1
+ PDF Chat	Modelling Energy Spot Prices by Volatility Modulated Lévy-Driven Volterra Processes	2012	Ole E. Barndorff‐Nielsen Fred Espen Benth Almut E. D. Veraart	1
+	A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales	2006	Ole E. Barndorff‐Nielsen Svend Erik Graversen Jean Jacod Mark Podolskij Neil Shephard	1
+	Efficient estimation for diffusions sampled at high frequency over a fixed time interval	2017	Nina Munkholt Jakobsen Michael Sørensen	1
+	<i>The Fractal Geometry of Nature</i>	1983	Benoît B. Mandelbrot John Wheeler	1
+	A Superfast Toeplitz Solver with Improved Numerical Stability	2003	Michael Stewart	1
+	Inference about the change-point from cumulative sum tests	1971	D. V. Hinkley	1
+ PDF Chat	Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise	2010	Sophie Achard Jean‐François Coeurjolly	1
+ PDF Chat	Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses	1989	Quang Vuong	1
+	An Algorithm for the Inversion of Finite Toeplitz Matrices	1964	William F. Trench	1
+	Specification, estimation and evaluation of vector smooth transition autoregressive models with applications	2014	Timo Teräsvirta Yukai Yang	1
+ PDF Chat	Exact simulation of diffusions	2005	Alexandros Beskos Gareth O. Roberts	1