Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

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  1. 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

  2. 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

  3. Published

    Gaussian Diffusions and Statistical Inference: Weak Convergence and Statistical Inference

    Stockmarr, A. & Jacobsen, Martin, 1994, In: Scandinavian Journal of Statistics. 21, p. 403-420

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

  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., 2008, 25 p.

    Research output: Working paper › Research

  5. 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

  6. Published

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

    Jacobsen, Martin, 2001, In: Scandinavian Journal of Statistics. 28, p. 123-149

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

  7. 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. 774-786

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

  8. 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. 86-94

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

  9. Published

    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, p. 1-35.

    Research output: Working paper › Research

  10. Published

    The Time to Ruin for a Class of Markov Additive Risk Processes

    Jacobsen, Martin, 2003, Københavns Universitet, p. 1-41.

    Research output: Working paper › Research

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ID: 8468