Martin Jacobsen

Martin Jacobsen

Emeritus


  1. 2002
  2. Published

    Optimality and small ¿-optimality of martingale estimating functions

    Jacobsen, Martin, 2002, In: Bernoulli. 8, 5, p. 643-668

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 2001
  4. 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 journalJournal articleResearchpeer-review

  5. 1995
  6. 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 journalJournal articleResearchpeer-review

  7. Published

    Laplace and the Origin of the Ornstein-Uhlenbeck Process

    Jacobsen, Martin, 1995, In: Gozaresh. 32, p. 16

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. 1994
  9. 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 journalJournal articleResearchpeer-review

  10. Published

    Weak Convergence of Autoregressive Processes

    Jacobsen, Martin, 1994, København: H.C.Ø.-Tryk, p. 32.

    Research output: Working paperResearch

  11. 1993
  12. 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 proceedingBook chapterResearch

  13. Published

    Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

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

    Research output: Working paperResearch

  14. Published

    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. 13-14

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. 1991
  16. Published

    Homogeneous Gaussian Diffusions in Finite Dimensions

    Jacobsen, Martin, 1991, Københavns Universitet, p. 70.

    Research output: Working paperResearch

ID: 8468