Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

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  1. 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

  2. Published

    Homogeneous Gaussian Diffusions in Finite Dimensions

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

    Research output: Working paper › Research

  3. 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

  4. 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., 2008, 25 p.

    Research output: Working paper › Research

  5. Published

    Laplace and the Origin of the Ornstein-Uhlenbeck Process

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

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

  6. Published

    Marked Point Processes and Piecewise Deterministic Processes, Lecture Notes No. 3

    Jacobsen, Martin, 1999, Aarhus.

    Research output: Book/Report › Book › Education

  7. Published

    Markov Chains and Markov Processes

    Jacobsen, Martin, 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 2 (E-N). p. 1081-1094

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

  8. Published

    Martingales and the Distribution of the Time to Ruin

    Jacobsen, Martin, 2002, København, p. 1-24.

    Research output: Working paper › Research

  9. Published

    Martingales and the distribution of the time to ruin

    Jacobsen, Martin, 2003, In: Stochastic Processes and Their Applications. 107, 1, p. 29-51

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

  10. Published

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2002, København, p. 1-28.

    Research output: Working paper › Research

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