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Hans Karlsen

Associate Professor
  • E-mailHans.Karlsen@uib.no
  • Phone+47 55 58 28 36+47 971 90 160
  • Visitor Address
    Realfagbygget, Allégt. 41
  • Postal Address
    Postboks 7803
    5020 Bergen
Academic article
  • 2019. A Stationary Spatio‐Temporal GARCH Model. Journal of Time Series Analysis. 1-33.
  • 2017. Large sample properties of the adaptive gaussian mixture filter. Monthly Weather Review. 2533-2553.
  • 2014. Estimation of production rates with transient well-flow modeling and the auxiliary particle filter. SPE Journal. 172-180.
  • 2013. Bias and bandwidth for local likelihood density estimation. Statistics and Probability Letters. 1382-1387.
  • 2012. Null recurrent unit root processes. Econometric Theory. 1-41.
  • 2012. Filtering with state space localized Kalman gain. Physica D : Non-linear phenomena. 1123-1135.
  • 2012. Comparing the adaptive Gaussian mixture filter with the ensemble Kalman filter on synthetic reservoir models. Computational Geosciences. 467-482.
  • 2011. Bridging the ensemble Kalman filter and particle filters: the adaptive Gaussian mixture filter. Computational Geosciences. 293-305.
  • 2010. Nonparametric regression estimation in a null recurrent time series. Journal of Statistical Planning and Inference. 3619-3626.
  • 2009. Two heuristic approaches to describe periodicities in genomic microarrays. Norsk Epidemiologi. 79-98.
  • 2007. Nonparametric estimation in a nonlinear cointegration type model. Annals of Statistics. 252-299.
  • 2001. Nonparametric estimation in null recurrent time series. Annals of Statistics. 372-416.
Report
  • 2014. Large sample properties of the Adaptive Gaussian Mixture Filter. .
  • 2003. Coupling of Markov chains on a general state space. .
  • 2000. Nonparametric estimation in a nonlinear cointegration type model. 33. 33. .
  • 1988. Segmentation of data traces with applications to dipmeter oilwell measurements. 18. 18. .
  • 1987. Consistent estimates of the NEAR(2) and NLAR(2) time series models. 17. 17. .
  • 1986. Fitting nonstationary autoregressive models to dipmeter data. 13. 13. .
  • 1986. Existence of moments in doubly stochastic time series models. 16. 16. .
Academic lecture
  • 2019. Spatio-temporal ARMA-GARCH models.
  • 2019. Spatio-temporal ARMA-GARCH models.
  • 2019. A Spatial ARMA-GARCH Model.
  • 2018. Modelling volatility in daily air temperature on Svalbard.
  • 2018. A spatio-temporal GARCH model.
  • 2017. Spatio-temporal GARCH models.
  • 2014. Gaussian Mixtures in data assimilation problems.
  • 2014. Asymptotic properties of a broad class of mixture filters.
Doctoral dissertation
  • 1990. A class of non-linear time series models.
Academic chapter/article/Conference paper
  • 2012. Modeling and Analysis of Daily Rainfall Data. 11 pages.
  • 2002. Nonlinear Unit Root Processes and the Problem of Nonlinear Cointegration. 29 pages.
Poster
  • 2019. Spatio-temporal ARMA-GARCH models.
  • 2012. Modeling and analysis of daily rainfall data.

More information in national current research information system (CRIStin)