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
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Weak Convergence of Two-sided Stochastic Integrals, with an Application to Models for Left Truncated Survival Data
Jacobsen, Martin & Davidsen, M., 1991, Statistical Inference in Stochastic Processes. New York: Marcel Dekker, p. 167-82Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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Weak Convergence of Autoregressive Processes
Jacobsen, Martin, 1994, København: H.C.Ø.-Tryk, p. 32.Research output: Working paper › Research
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The time to ruin in some additive risk models with random premium rates
Jacobsen, Martin, 2012, In: Journal of Applied Probability. 49, 4, p. 915-938Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The time to ruin for a class of Markov additive risk processes with two-sided jumps
Jacobsen, Martin, 2005, In: Advances in Applied Probability. 37, p. 963-992Research output: Contribution to journal › Journal article › Research › peer-review
- 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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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
- Published
Random censoring and coarsening at random
Jacobsen, Martin & Keiding, N., 1991, Statistical Research Unit: Museum Tusculanum.Research output: Book/Report › Report › Research
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Random Censoring and Coarsening at Random
Jacobsen, Martin & Keiding, N., 1991, København, Kbh.Univ., p. 14.Research output: Working paper › 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
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
- 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
- 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
- Published
Multi-self-similar Markov processes on Rn+ and their Lamperti representations
Jacobsen, Martin & Yor, M., 2002, København, p. 1-28.Research output: Working paper › Research
- Published
Multi-self-similar Markov processes on Rn+ and their Lamperti representations
Jacobsen, Martin & Yor, M., 2003, In: Probability Theory and Related Fields. 126, 1, p. 1-28Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Martingales and the distribution of the time to ruin
Jacobsen, Martin, 2003, In: Stochastic Processes and Their Applications. 107, 1, p. 29-51Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Martingales and the Distribution of the Time to Ruin
Jacobsen, Martin, 2002, København, p. 1-24.Research output: Working paper › Research
- Published
Markov Chains and Markov Processes
Jacobsen, Martin, 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 2 (E-N). p. 1081-1094Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
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Marked Point Processes and Piecewise Deterministic Processes, Lecture Notes No. 3
Jacobsen, Martin, 1999, Aarhus.Research output: Book/Report › Book › Education
- 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
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- 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
- Published
Homogeneous Gaussian Diffusions in Finite Dimensions
Jacobsen, Martin, 1991, Københavns Universitet, p. 70.Research output: Working paper › Research
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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
Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference
Jacobsen, Martin & Stockmarr, A., 1993, København, p. 23.Research output: Working paper › Research
ID: 8468