Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

Publication year:
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26 - 34 out of 34Page size: 25
  1. 2008
  2. 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., 2008, 25 p.

    Research output: Working paper › Research

  3. 2009
  4. 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

  5. 2010
  6. 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 - 268

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  7. 2011
  8. Published

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

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

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. 2012
  10. Published

    The time to ruin in some additive risk models with random premium rates

    Jacobsen, Martin, 2012, In: Journal of Applied Probability. 49, 4, p. 915-938

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. 2013
  12. Published

    One-dimensional homogeneous diffusions

    Jacobsen, Martin, 2013, Stochastic biomathematical models: with Applications to Neuronal Modeling. Bachar, M., Batzel, J. & Ditlevsen, S. (eds.). Springer, p. 37-55 (Lecture Notes in Mathematics; No. 2058).

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

  13. 2014
  14. 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. 45-52

    Research output: Contribution to journal › Journal article › Research › peer-review

  15. Published

    Paroxysmal atrial fibrillation occurs often in cryptogenic ischaemic stroke: Final results from the SURPRISE study

    Christensen, L. M., Krieger, D. W., Højberg, S., Pedersen, O. D., Karlsen, Finn Michael, Jacobsen, Martin, Worck, René Husted, Nielsen, H., Aegidius, K., Jeppesen, L. L., Rosenbaum, S., Marstrand, Jacob Rørbech & Christensen, H., Jun 2014, In: European journal of neurology : the official journal of the European Federation of Neurological Societies. 21, 6, p. 884-889 6 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  16. 2016
  17. Published

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

    Jacobsen, Martin & Martinussen, Torben, Sep 2016, In: Scandinavian Journal of Statistics. 43, 3, p. 845-862 18 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

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