Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

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  1. 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

  2. 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 journal › Journal article › Research › peer-review

  3. Published

    Estimating functions for discretely sampled diffusion-type models

    Sørensen, Michael, Jacobsen, Martin & Bibby, B. M., 2010, Handbook of Financial Econometrics. Ait-Sahalia, Y. & Hansen, L. P. (eds.). Oxford: North-Holland, Vol. 1. p. 203 - 268

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  4. 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. 45-52

    Research output: Contribution to journal › Journal article › Research › peer-review

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ID: 8468