Martin Jacobsen

Martin Jacobsen

Professor emeritus


  1. Udgivet

    A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo-observations

    Jacobsen, Martin & Martinussen, Torben, sep. 2016, I : Scandinavian Journal of Statistics. 43, 3, s. 845-862 18 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  2. Udgivet

    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, s. 86-94

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

  3. Udgivet

    Coarsening at random in general sample spaces and random censoring in continuous time

    Jacobsen, Martin & Keiding, Niels, 1995, I : Annals of Statistics. 23, s. 774-786

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  4. Udgivet

    Contribution to the discussion of a paper by Kou, Xie and Liu

    Jacobsen, Martin & Sørensen, Michael, 2005, I : Journal of the Royal Statistic Society, Series C: Applied Statistics. 54, s. 502-503

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  5. Udgivet

    Discretely Observed Diffusions; Classes of Estimating Functions and Small *GD-optimality

    Jacobsen, Martin, 2001, I : Scandinavian Journal of Statistics. 28, s. 123-149

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  6. Udgivet

    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. (red.). Oxford: North-Holland, Bind 1. s. 203 - 268

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

  7. Udgivet

    Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

    Jacobsen, Martin & Tolver Jensen, A., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-35.

    Publikation: Working paperForskning

  8. Udgivet

    Exit times for a class of piecewise exponential Markov processes with two-sided jumps

    Jacobsen, Martin & Tolver, Anders, 2007, I : Stochastic Processes and Their Applications. 117, 9, s. 1330-1356 27 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  9. Udgivet

    Exit times for a class of random walks: exact distribution results: Exit times for random walks

    Jacobsen, Martin, 2011, I : Journal of Applied Probability. 48A, s. 51-63 13 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  10. Udgivet

    Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

    Jacobsen, Martin & Stockmarr, A., 1993, København, s. 23.

    Publikation: Working paperForskning

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ID: 8468