Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

Publication year:
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1 - 10 out of 17Page size: 10
  1. 2016
  2. 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

  3. 2014
  4. 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

  5. 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

  6. 2012
  7. 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

  8. 2011
  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. 2009
  11. 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

  12. 2007
  13. 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

  14. 2005
  15. 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

  16. Published

    The time to ruin for a class of Markov additive risk processes with two-sided jumps

    Jacobsen, Martin, 2005, In: Advances in Applied Probability. 37, p. 963-992

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

  17. 2003
  18. 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

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