Martin Jacobsen

Research output

Research output per year 1991 1991 1993 1994 1995 2002 2003 2005 2006 2014 2016

• 17 Journal article
• 9 Working paper
• 4 Book chapter
• 2 Book
• 2 More
  • 1 Report
  • 1 Encyclopedia chapter

Research output per year

Research output per year

Search results

• 2016

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

  Jacobsen, M. & Martinussen, T., Sept 2016, In: Scandinavian Journal of Statistics. 43, 3, p. 845-862 18 p.

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

  • Pseudo-observations 100%
  • Generalized Linear Model 81%
  • Estimator 48%
  • Standard Error 34%
  • Standard error 31%
  16 Citations (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, 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

  • Atrial Fibrillation 100%
  • Stroke 76%
  • Electrocardiography 18%
  • Telemetry 14%
  • Informed Consent 10%
  81 Citations (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, In: Physica D: Nonlinear Phenomena. 288, p. 45-52

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

  8 Citations (Scopus)
• 2013

  One-dimensional homogeneous diffusions

  Jacobsen, M., 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

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

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

  Jacobsen, M., Dec 2012, In: Journal of Applied Probability. 49, 4, p. 915-938

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

  1 Citation (Scopus)
• 2011

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

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

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

  4 Citations (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. (eds.). Oxford: North-Holland, Vol. 1. p. 203 - 268

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

  • Estimating Function 100%
  • Stochastic Volatility Model 35%
  • Estimator 32%
  • Model 26%
  • Efficient Estimator 16%
  32 Citations (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, In: Annals of Applied Probability. 19, 1, p. 210-242 33 p.

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

  15 Citations (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 p.

  Research output: Working paper › Research
• 2007

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

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

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

  28 Citations (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, p. 1-35.

  Research output: Working paper › Research

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

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

  Research output: Book/Report › Book › Research › peer-review
• 2005

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

  Jacobsen, M. & Sørensen, M., 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

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

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

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

  24 Citations (Scopus)
• 2004

  Markov Chains and Markov Processes

  Jacobsen, M., 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
• 2003

  Martingales and the distribution of the time to ruin

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

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

  8 Citations (Scopus)

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

  Jacobsen, M. & 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 Citations (Scopus)

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

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

  Research output: Working paper › Research
• 2002

  Martingales and the Distribution of the Time to Ruin

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

  Research output: Working paper › Research

  1333 Citations (Scopus)

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

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

  Research output: Working paper › Research

  1333 Citations (Scopus)

• Optimality and small ¿-optimality of martingale estimating functions

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

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

  10 Citations (Scopus)
• 2001

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

  Jacobsen, M., 2001, In: Scandinavian Journal of Statistics. 28, p. 123-149

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

  21 Citations (Scopus)
• 1999

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

  Jacobsen, M., 1999, Aarhus.

  Research output: Book/Report › Book › Education
• 1995

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

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

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

• Laplace and the Origin of the Ornstein-Uhlenbeck Process

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

  Research output: Contribution to journal › Journal article › Research › peer-review
• 1994

  Gaussian Diffusions and Statistical Inference: Weak Convergence and Statistical Inference

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

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

• Weak Convergence of Autoregressive Processes

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

  Research output: Working paper › Research
• 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, p. 86-94

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

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

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

  Research output: Working paper › Research

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

  Jacobsen, M. & 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
• 1991

  Homogeneous Gaussian Diffusions in Finite Dimensions

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

  Research output: Working paper › Research

• Random censoring and coarsening at random

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

  Research output: Book/Report › Report › Research

• Random Censoring and Coarsening at Random

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

  Research output: Working paper › Research

• 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, p. 167-82

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