Martin Jacobsen
Emeritus
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2002
- Published
Optimality and small ¿-optimality of martingale estimating functions
Jacobsen, Martin, 2002, In: Bernoulli. 8, 5, p. 643-668Research output: Contribution to journal › Journal article › Research › peer-review
- 2001
- Published
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
- 1999
- Published
Marked Point Processes and Piecewise Deterministic Processes, Lecture Notes No. 3
Jacobsen, Martin, 1999, Aarhus.Research output: Book/Report › Book › Education
- 1995
- 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
Laplace and the Origin of the Ornstein-Uhlenbeck Process
Jacobsen, Martin, 1995, In: Gozaresh. 32, p. 16Research output: Contribution to journal › Journal article › Research › peer-review
- 1994
- 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
Weak Convergence of Autoregressive Processes
Jacobsen, Martin, 1994, København: H.C.Ø.-Tryk, p. 32.Research output: Working paper › Research
- 1993
- 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
- Published
Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference
Jacobsen, Martin & Stockmarr, A., 1993, København, p. 23.Research output: Working paper › Research
- Published
Random censoring and coarsening at random (contributed papers).
Jacobsen, Martin & Keiding, N., 1993, In: International Statistical Institute. Bulletin. Proceedings of the Biennial Sessions. Vol. 55, p. 13-14Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8468