Martin Jacobsen

Publikation

Publikationer pr. år 1991 1991 1993 1994 1995 2002 2003 2005 2006 2014 2016

• 17 Tidsskriftartikel
• 9 Working paper
• 4 Bidrag til bog/antologi
• 2 Bog
• 2 Mere
  • 1 Rapport
  • 1 Encyclopædiartikel

Publikationer pr. år

Publikationer pr. år

Søgeresultater

• 2016

  A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo-observations

  Jacobsen, M. & Martinussen, T., sep. 2016, I: Scandinavian Journal of Statistics. 43, 3, s. 845-862 18 s.

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  • Pseudo-observations 100%
  • Generalized Linear Model 81%
  • Estimator 48%
  • Standard Error 34%
  • Standard error 31%
  16 Citationer (Scopus)
• 2014

  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, F. M., Jacobsen, M. D., Worck, R., Nielsen, H., Aegidius, K., Jeppesen, L. L., Rosenbaum, S., Marstrand, J. & Christensen, H., jun. 2014, I: European journal of neurology : the official journal of the European Federation of Neurological Societies. 21, 6, s. 884-889 6 s.

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  • Atrial Fibrillation 100%
  • Stroke 76%
  • Electrocardiography 18%
  • Telemetry 14%
  • Informed Consent 10%
  81 Citationer (Scopus)

• Weak convergence of marked point processes generated by crossings of multivariate jump processes: Applications to neural network modeling

  Tamborrino, M., Sacerdote, L. & Jacobsen, M., 15 nov. 2014, I: Physica D: Nonlinear Phenomena. 288, s. 45-52

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  8 Citationer (Scopus)
• 2013

  One-dimensional homogeneous diffusions

  Jacobsen, M., 2013, Stochastic biomathematical models: with Applications to Neuronal Modeling. Bachar, M., Batzel, J. & Ditlevsen, S. (red.). Springer, s. 37-55 (Lecture Notes in Mathematics; Nr. 2058).

  Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › peer review

  • Stochastic Differential Equations 100%
  • Invariant Distribution 70%
  • Stationarity 61%
  • Well-defined 54%
  • Positivity 52%
  1 Citationer (Scopus)
• 2012

  The time to ruin in some additive risk models with random premium rates

  Jacobsen, M., dec. 2012, I: Journal of Applied Probability. 49, 4, s. 915-938

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  1 Citationer (Scopus)
• 2011

  Exit times for a class of random walks: exact distribution results: Exit times for random walks

  Jacobsen, M., 2011, I: Journal of Applied Probability. 48A, s. 51-63 13 s.

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  4 Citationer (Scopus)
• 2010

  Estimating functions for discretely sampled diffusion-type models

  Sørensen, M., Jacobsen, M. & Bibby, B. M., 2010, Handbook of Financial Econometrics. Ait-Sahalia, Y. & Hansen, L. P. (red.). Oxford: North-Holland, Bind 1. s. 203 - 268

  Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

  • Estimating Function 100%
  • Stochastic Volatility Model 35%
  • Estimator 32%
  • Model 26%
  • Efficient Estimator 16%
  32 Citationer (Scopus)
• 2009

  Inverse problems for regular variation of linear filters, a cancellation property for $\sigma$-finite measures, and identification of stable laws.

  Mikosch, T. V., Jacobsen, M., Rosinski, J. & Samorodnitsky, G., 2009, I: Annals of Applied Probability. 19, 1, s. 210-242 33 s.

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  15 Citationer (Scopus)
• 2008

  Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.

  Mikosch, T. V., Jacobsen, M. S. B., Rosinski, J. & Samorodnitsky, G., 2008, 25 s.

  Publikation: Working paper › Forskning
• 2007

  Exit times for a class of piecewise exponential Markov processes with two-sided jumps

  Jacobsen, M. & Jensen, A. T., 2007, I: Stochastic Processes and Their Applications. 117, 9, s. 1330-1356 27 s.

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  28 Citationer (Scopus)
• 2006

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

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

  Publikation: Working paper › Forskning

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

  Jacobsen, M., 2006, Boston: Birkhäuser Verlag.

  Publikation: Bog/antologi/afhandling/rapport › Bog › Forskning › peer review
• 2005

  Contribution to the discussion of a paper by Kou, Xie and Liu

  Jacobsen, M. & Sørensen, M., 2005, I: Journal of the Royal Statistic Society, Series C: Applied Statistics. 54, s. 502-503

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

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

  Jacobsen, M., 2005, I: Advances in Applied Probability. 37, s. 963-992

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  24 Citationer (Scopus)
• 2004

  Markov Chains and Markov Processes

  Jacobsen, M., 2004, Encyclopedia of actuarial science. Wiley, Bind Vol 2 (E-N). s. 1081-1094

  Publikation: Bidrag til bog/antologi/rapport › Encyclopædiartikel › Forskning
• 2003

  Martingales and the distribution of the time to ruin

  Jacobsen, M., 2003, I: Stochastic Processes and Their Applications. 107, 1, s. 29-51

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  8 Citationer (Scopus)

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

  Jacobsen, M. & Yor, M., 2003, I: Probability Theory and Related Fields. 126, 1, s. 1-28

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  6 Citationer (Scopus)

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

  Jacobsen, M., 2003, Københavns Universitet, s. 1-41.

  Publikation: Working paper › Forskning
• 2002

  Martingales and the Distribution of the Time to Ruin

  Jacobsen, M., 2002, København, s. 1-24.

  Publikation: Working paper › Forskning

  1333 Citationer (Scopus)

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

  Jacobsen, M. & Yor, M., 2002, København, s. 1-28.

  Publikation: Working paper › Forskning

  1333 Citationer (Scopus)

• Optimality and small ¿-optimality of martingale estimating functions

  Jacobsen, M., 2002, I: Bernoulli. 8, 5, s. 643-668

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  10 Citationer (Scopus)
• 2001

  Discretely Observed Diffusions; Classes of Estimating Functions and Small *GD-optimality

  Jacobsen, M., 2001, I: Scandinavian Journal of Statistics. 28, s. 123-149

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  21 Citationer (Scopus)
• 1999

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

  Jacobsen, M., 1999, Aarhus.

  Publikation: Bog/antologi/afhandling/rapport › Bog › Undervisning
• 1995

  Coarsening at random in general sample spaces and random censoring in continuous time

  Jacobsen, M. & Keiding, N., 1995, I: Annals of Statistics. 23, s. 774-786

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

• Laplace and the Origin of the Ornstein-Uhlenbeck Process

  Jacobsen, M., 1995, I: Gozaresh. 32, s. 16

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
• 1994

  Gaussian Diffusions and Statistical Inference: Weak Convergence and Statistical Inference

  Stockmarr, A. & Jacobsen, M., 1994, I: Scandinavian Journal of Statistics. 21, s. 403-420

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

• Weak Convergence of Autoregressive Processes

  Jacobsen, M., 1994, København: H.C.Ø.-Tryk, s. 32.

  Publikation: Working paper › Forskning
• 1993

  A brief account of the theory of homogeneous Gaussian diffussions in finite dimensions

  Jacobsen, M., 1993, Frontiers in Pure and Applied Probability. Moskva, Rusland: TVP, s. 86-94

  Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

• Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

  Jacobsen, M. & Stockmarr, A., 1993, København, s. 23.

  Publikation: Working paper › Forskning

• Random censoring and coarsening at random (contributed papers).

  Jacobsen, M. & Keiding, N., 1993, I: International Statistical Institute. Bulletin. Proceedings of the Biennial Sessions. Vol. 55, s. 13-14

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
• 1991

  Homogeneous Gaussian Diffusions in Finite Dimensions

  Jacobsen, M., 1991, Københavns Universitet, s. 70.

  Publikation: Working paper › Forskning

• Random Censoring and Coarsening at Random

  Jacobsen, M. & Keiding, N., 1991, København, Kbh.Univ., s. 14.

  Publikation: Working paper › Forskning

• Random censoring and coarsening at random

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

  Publikation: Bog/antologi/afhandling/rapport › Rapport › Forskning

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

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

  Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning