Rolf Larsson
Professor at Department of Mathematics; Academic staff
- Telephone:
- +46 18 471 31 82
- E-mail:
- rolf.h.larsson@math.uu.se
- Visiting address:
- Ångströmlaboratoriet, Regementsvägen 10
- Postal address:
- Box 480
751 06 UPPSALA
Download contact information for Rolf Larsson at Department of Mathematics; Academic staff
Professor at Department of Mathematics; Statistics, AI and Data Science
- Telephone:
- +46 18 471 31 82
- E-mail:
- rolf.h.larsson@math.uu.se
- Visiting address:
- Ångströmlaboratoriet, Regementsvägen 10
- Postal address:
- Box 480
751 06 UPPSALA
- CV:
- Download CV
Publications
Recent publications
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Simultaneous confidence regions for ranks
Part of Communications in Statistics - Theory and Methods, p. 6939-6949, 2025
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Confidence Distributions for the INAR Parameter
Part of Stat, 2025
- DOI for Confidence Distributions for the INAR Parameter
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Confidence Distributions for the Autoregressive Parameter
Part of American Statistician, p. 58-65, 2024
- DOI for Confidence Distributions for the Autoregressive Parameter
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Confidence intervals for distributional positions
Part of Communications in Statistics - Theory and Methods, p. 2645-2660, 2024
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Part of Journal of Theoretical and Applied Climatology, p. 49-55, 2023
- DOI for What is the link between temperature, carbon dioxide and methane?: A multivariate Granger causality analysis based on ice core data from Dome C in Antarctica
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All publications
Articles in journal
-
Simultaneous confidence regions for ranks
Part of Communications in Statistics - Theory and Methods, p. 6939-6949, 2025
- DOI for Simultaneous confidence regions for ranks
- Download full text (pdf) of Simultaneous confidence regions for ranks
-
Confidence Distributions for the INAR Parameter
Part of Stat, 2025
- DOI for Confidence Distributions for the INAR Parameter
- Download full text (pdf) of Confidence Distributions for the INAR Parameter
-
Confidence Distributions for the Autoregressive Parameter
Part of American Statistician, p. 58-65, 2024
- DOI for Confidence Distributions for the Autoregressive Parameter
- Download full text (pdf) of Confidence Distributions for the Autoregressive Parameter
-
Confidence intervals for distributional positions
Part of Communications in Statistics - Theory and Methods, p. 2645-2660, 2024
- DOI for Confidence intervals for distributional positions
- Download full text (pdf) of Confidence intervals for distributional positions
-
Part of Journal of Theoretical and Applied Climatology, p. 49-55, 2023
- DOI for What is the link between temperature, carbon dioxide and methane?: A multivariate Granger causality analysis based on ice core data from Dome C in Antarctica
- Download full text (pdf) of What is the link between temperature, carbon dioxide and methane?: A multivariate Granger causality analysis based on ice core data from Dome C in Antarctica
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Part of Statistical papers, p. 1891-1912, 2023
- DOI for Improved shrinkage estimators in the beta regression model with application in econometric and educational data
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Adjustment of Anticipatory Covariates in Retrospective Surveys: An Expected Likelihood Approach
Part of STATS, p. 1179-1197, 2023
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Applications of discrete factor analysis
Part of Communications in statistics. Simulation and computation, p. 4592-4602, 2023
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Bartlett correction of an independence test in a multivariate Poisson model
Part of Statistica Neerlandica, p. 391-417, 2022
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Simulation model of disease incidence driven by diagnostic activity
Part of Statistics in Medicine, p. 1172-1188, 2021
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Part of Communications in statistics. Simulation and computation, p. 2745-2764, 2020
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Discrete factor analysis using a dependent Poisson model
Part of Computational statistics (Zeitschrift), p. 1133-1152, 2020
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Approximate Bayesianity of frequentist confidence intervals for a binomial proportion
Part of American Statistician, p. 106-111, 2017
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Likelihood Ratio Tests for a Unit Root in Panels with Random Effects
Part of Statistics (Berlin), p. 627-654, 2017
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Serotonergic medication enhances the association between suicide and sunshine
Part of Journal of Affective Disorders, p. 276-281, 2016
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How close is a fractional process to a random walk with drift?
Part of Journal of Time Series Econometrics, p. 217-234, 2015
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New tools for understanding the local asymptotic power of panel unit root tests
Part of Journal of Econometrics, p. 59-93, 2015
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Part of Journal of Theoretical and Applied Climatology, p. 537-548, 2014
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Part of Journal of Theoretical and Applied Climatology, p. 537-548, 2014
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A likelihood ratio type test for invertibility in moving average processes
Part of Computational Statistics & Data Analysis, p. 489-501, 2014
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Biases of correlograms and of AR representations of stationary series
Part of Journal of Time Series Econometrics, 2012
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Testing for a Unit Root in a Random Coefficient Panel Data Model
Part of Journal of Econometrics, p. 254-273, 2012
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TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE
Part of Bulletin of Economic Research, 2012
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A note on the pooling of individual panic unit root tests
Part of Econometric Theory, p. 1851-1868, 2009
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Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
Part of Econometrics Journal, p. 58-79, 2008
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Testing for unit root against stationarity using the likelihood ratio test
Part of Communications in statistics. Simulation and computation, p. 391-412, 2007
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The multivariate split normal distribution and asymmetric principal components analysis
Part of Communications in Statistics: Theory and Methods, 2006
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Testing for stationarity in heterogeneous panel data where the time dimension is finite
Part of Econometrics Journal, p. 55-69, 2005
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Likelihood based cointegration tests in heterogenous panels
Part of Econometrics Journal, p. 109-142, 2001
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Finite sample distribution of the KPSS test
Part of Econometrics journal, p. 108-121, 2000