Staff at the Department of Mathematical Sciences – University of Copenhagen

Martin Jacobsen

Martin Jacobsen

Professor emeritus


  1. 2016
  2. Published

    A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo-observations. / Jacobsen, Martin; Martinussen, Torben.

    In: Scandinavian Journal of Statistics, Vol. 43, No. 3, 09.2016, p. 845-862.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 2014
  4. 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, F M; Jacobsen, M D; Worck, R; Nielsen, H; Aegidius, K; Jeppesen, L L; Rosenbaum, S; Marstrand, J; Christensen, H.

    In: European journal of neurology : the official journal of the European Federation of Neurological Societies, Vol. 21, No. 6, 06.2014, p. 884-889.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Weak convergence of marked point processes generated by crossings of multivariate jump processes : Applications to neural network modeling. / Tamborrino, Massimiliano; Sacerdote, Laura; Jacobsen, Martin.

    In: Physica D: Nonlinear Phenomena, Vol. 288, 2014, p. 45-52.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. 2013
  7. Published

    One-dimensional homogeneous diffusions. / Jacobsen, Martin.

    Stochastic biomathematical models: with Applications to Neuronal Modeling. ed. / Mostafa Bachar; Jerry Batzel; Susanne Ditlevsen . Springer, 2013. p. 37-55.

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

  8. 2012
  9. Published

    The time to ruin in some additive risk models with random premium rates. / Jacobsen, Martin.

    In: Journal of Applied Probability, Vol. 49, No. 4, 2012, p. 915-938.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. 2011
  11. Published

    Exit times for a class of random walks: exact distribution results : Exit times for random walks. / Jacobsen, Martin.

    In: Journal of Applied Probability, Vol. 48A, 2011, p. 51-63.

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. 2010
  13. Published

    Estimating functions for discretely sampled diffusion-type models. / Sørensen, Michael; Jacobsen, Martin; Bibby, Bo Martin.

    Handbook of Financial Econometrics. ed. / Yacine Ait-Sahalia; Lars Peter Hansen. Vol. 1 Oxford : North-Holland, 2010. p. 203 - 268.

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  14. 2009
  15. 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, Jan; Samorodnitsky, Gennady.

    In: Annals of Applied Probability, Vol. 19, No. 1, 2009, p. 210-242.

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. 2008
  17. Published
  18. 2007
  19. Published

    Exit times for a class of piecewise exponential Markov processes with two-sided jumps. / Jacobsen, Martin; Jensen, Anders Tolver.

    In: Stochastic Processes and Their Applications, Vol. 117, No. 9, 2007, p. 1330-1356.

    Research output: Contribution to journalJournal articleResearchpeer-review

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