Martin Jacobsen

Available identifiers

zbMath Open jacobsen.martinMaRDI QIDQ528849

List of research outcomes

Publication	Date of Publication	Type
Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling	2017-05-17	Paper
A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo‐observations	2016-09-21	Paper
The Time to Ruin in Some Additive Risk Models with Random Premium Rates	2013-01-19	Paper
Exit times for a class of random walks exact distribution results	2011-10-25	Paper
Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws	2009-04-02	Paper
Exit times for a class of piecewise exponential Markov processes with two-sided jumps	2007-08-20	Paper
The time to ruin for a class of Markov additive risk process with two-sided jumps	2006-06-19	Paper
https://portal.mardi4nfdi.de/entity/Q3378427	2006-03-31	Paper
Martingales and the distribution of the time to ruin.	2005-11-29	Paper
Multi-self-similar Markov processes on \(\mathbb R_+^n\) and their Lamperti representations	2003-08-14	Paper
Optimality and small \(\Delta\)-optimality of martingale estimating functions	2003-03-26	Paper
Laplace and the origin of the Ornstein-Uhlenbeck process	2001-08-02	Paper
Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality	2001-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q4356489	1998-05-25	Paper
Coarsening at random in general sample spaces and random censoring in continuous time	1996-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q4322396	1995-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4322823	1995-04-19	Paper
https://portal.mardi4nfdi.de/entity/Q3359619	1991-01-01	Paper
Right censoring and martingale methods for failure time data	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3745004	1986-01-01	Paper
Two operational characterizations of cooptional times	1984-01-01	Paper
Birth times, death times and time substitutions in Markov chains	1984-01-01	Paper
Maximum Likelihood Estimation in the Multiplicative Intensity Model: A Survey	1984-01-01	Paper
Statistical analysis of counting processes	1982-01-01	Paper
Birth, death and conditioning of Markov chains	1977-01-01	Paper
Splitting times for Markov processes and a generalised Markov property for diffusions	1974-01-01	Paper
A characterization of minimal Markov jump processes	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5554775	1967-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Martin Jacobsen