Martin Jacobsen
Emeritus
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2016
- 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
- 2014
- 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
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
- 2012
- 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. 915-938Research output: Contribution to journal › Journal article › Research › peer-review
- 2011
- 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
- 2009
- 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
- 2007
- Published
Exit times for a class of piecewise exponential Markov processes with two-sided jumps
Jacobsen, Martin & Tolver, Anders, 2007, In: Stochastic Processes and Their Applications. 117, 9, p. 1330-1356 27 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 2005
- Published
Contribution to the discussion of a paper by Kou, Xie and Liu
Jacobsen, Martin & Sørensen, Michael, 2005, In: Journal of the Royal Statistic Society, Series C: Applied Statistics. 54, p. 502-503Research 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
- 2003
- 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
ID: 8468