Martin Jacobsen
Emeritus
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Weak convergence of marked point processes generated by crossings of multivariate jump processes: Applications to neural network modeling
Tamborrino, M., Sacerdote, L. & Jacobsen, Martin, 2014, In: Physica D: Nonlinear Phenomena. 288, p. 45-52Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Estimating functions for discretely sampled diffusion-type models
Sørensen, Michael, Jacobsen, Martin & Bibby, B. M., 2010, Handbook of Financial Econometrics. Ait-Sahalia, Y. & Hansen, L. P. (eds.). Oxford: North-Holland, Vol. 1. p. 203 - 268Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Gaussian Diffusions and Statistical Inference: Weak Convergence and Statistical Inference
Stockmarr, A. & Jacobsen, Martin, 1994, In: Scandinavian Journal of Statistics. 21, p. 403-420Research output: Contribution to journal › Journal article › Research › peer-review
- Published
- Published
Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws.
Mikosch, Thomas Valentin, Jacobsen, Martin, Rosinski, J. & Samorodnitsky, G., 2009, In: Annals of Applied Probability. 19, 1, p. 210-242 33 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Discretely Observed Diffusions; Classes of Estimating Functions and Small *GD-optimality
Jacobsen, Martin, 2001, In: Scandinavian Journal of Statistics. 28, p. 123-149Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Coarsening at random in general sample spaces and random censoring in continuous time
Jacobsen, Martin & Keiding, N., 1995, In: Annals of Statistics. 23, p. 774-786Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A brief account of the theory of homogeneous Gaussian diffussions in finite dimensions
Jacobsen, Martin, 1993, Frontiers in Pure and Applied Probability. Moskva, Rusland: TVP, p. 86-94Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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Point Process Theory And Applications. Marked Point and Piecewise Deterministic Processes
Jacobsen, Martin, 2006, Boston: Birkhäuser Verlag.Research output: Book/Report › Book › Research › peer-review
- Published
Exit times for a class of piecewise exponential Markov processes with two-sided jumps
Jacobsen, Martin & Tolver, Anders, 2007, In: Stochastic Processes and Their Applications. 117, 9, p. 1330-1356 27 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8468