Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

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  1. 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

  2. Published

    Homogeneous Gaussian Diffusions in Finite Dimensions

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

    Research output: Working paper › Research

  3. Published

    Random censoring and coarsening at random (contributed papers).

    Jacobsen, Martin & Keiding, N., 1993, In: International Statistical Institute. Bulletin. Proceedings of the Biennial Sessions. Vol. 55, p. 13-14

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

  4. 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

  5. Published

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

    Jacobsen, Martin & Yor, M., 2003, In: Probability Theory and Related Fields. 126, 1, p. 1-28

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

  6. Published

    Optimality and small ¿-optimality of martingale estimating functions

    Jacobsen, Martin, 2002, In: Bernoulli. 8, 5, p. 643-668

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

  7. Published

    Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

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

    Research output: Working paper › Research

  8. 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

  9. 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

  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

  11. 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

  12. Published

    One-dimensional homogeneous diffusions

    Jacobsen, Martin, 2013, Stochastic biomathematical models: with Applications to Neuronal Modeling. Bachar, M., Batzel, J. & Ditlevsen, S. (eds.). Springer, p. 37-55 (Lecture Notes in Mathematics; No. 2058).

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

  13. Published

    Martingales and the Distribution of the Time to Ruin

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

    Research output: Working paper › Research

  14. Published

    Random censoring and coarsening at random

    Jacobsen, Martin & Keiding, N., 1991, Statistical Research Unit: Museum Tusculanum.

    Research output: Book/Report › Report › Research

  15. 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

  16. 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. 915-938

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

  17. Published

    The Time to Ruin for a Class of Markov Additive Risk Processes

    Jacobsen, Martin, 2003, Københavns Universitet, p. 1-41.

    Research output: Working paper › Research

  18. Published

    Weak Convergence of Two-sided Stochastic Integrals, with an Application to Models for Left Truncated Survival Data

    Jacobsen, Martin & Davidsen, M., 1991, Statistical Inference in Stochastic Processes. New York: Marcel Dekker, p. 167-82

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

  19. 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

  20. Published

    Point Process Theory And Applications. Marked Point and Piecewise Deterministic Processes

    Jacobsen, Martin, 2006, Boston: Birkhäuser Verlag.

    Research output: Book/Report › Book › Research › peer-review

  21. 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

  22. 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

  23. Published

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

    Jacobsen, Martin, 1999, Aarhus.

    Research output: Book/Report › Book › Education

  24. Published

    Random Censoring and Coarsening at Random

    Jacobsen, Martin & Keiding, N., 1991, København, Kbh.Univ., p. 14.

    Research output: Working paper › Research

  25. 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

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