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Martin Jacobsen · Study

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Martin Jacobsen

3 works· latest 2010· 1 institutionscluster: provisionalORCID 0000-0002-5385-6019

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i103

Citations172

Works here3

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07

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Most cited in this library

Estimating Functions for Discretely Sampled Diffusion-Type Models2010 · 99 citations
Exit times for a class of piecewise exponential Markov processes with two-sided jumps2007 · 42 citations
Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality2001 · 31 citations

Works

3 shown

Estimating Functions for Discretely Sampled Diffusion-Type Models

Elsevier eBooks·2010·3 authors·chapter

99citations

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

Stochastic Processes and their Applications·2007·2 authors·Open access

42citations

Discretely Observed Diffusions: Classes of Estimating Functions and Small Δ‐optimality

Scandinavian Journal of Statistics·2001·1 author

31citations