Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

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  1. 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

  2. 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 proceeding › Book chapter › Research

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

  4. 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. 502-503

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

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

  6. 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

  7. Published

    Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

    Jacobsen, Martin & Tolver Jensen, A., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-35.

    Research output: Working paper › Research

  8. 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

  9. 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

  10. Published

    Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

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

    Research output: Working paper › Research

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