Martin Jacobsen
Emeritus
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 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
- 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. 774-786Research output: Contribution to journal › Journal article › Research › peer-review
- 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
Discretely Observed Diffusions; Classes of Estimating Functions and Small *GD-optimality
Jacobsen, Martin, 2001, In: Scandinavian Journal of Statistics. 28, p. 123-149Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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
- Published
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
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
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
- 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