pokerstars does not require proof of residence to set up an account. Your problem will be depositing and potentially much (much, much) more importantly
withdrawing money from said account. That is the hurdle in this process. You must be able to create a
viable account, accepted by PokerStars, in a country that you are only visiting.
Or, you can do something completely idiotic like use someone else's account and use transfers and other peoples' bank accounts to pull this off. Almost any method will work to get into the game. The problems will begin when you win something.
EDIT: by "
viable account" above, I meant viable account in a Danish (or international) financial institution. Once you have said "viable account", you can then deposit and withdraw to/from your PS account.