Martin Jacobsen

Finance · 2005–2016

A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Martin Jacobsen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yacine Aït-Sahalia
  2. Michael SØrensen
  3. Per Kragh Andersen
  4. Lars Peter Hansen
  5. Bjørn Eraker
  6. Paul Doukhan
  7. Mathieu Kessler
  8. A. Pedersen
  9. Ole E. Barndorff-Nielsen
  10. Gareth O. Roberts

Who trusts Martin Jacobsen overall

  1. Morten Storm Overgaard
  2. Hannes Malmberg
  3. E. Parner
  4. Xanthi Pedeli
  5. Martin Haenggi
  6. Jan Pedersen

Papers from Martin Jacobsen's perspective

Ordered by how strongly the researchers Martin Jacobsen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. MCMC Analysis of Diffusion Models With Application to Finance
  2. Mixing: Properties and Examples
  3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  4. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
  5. Likelihood INference for Discretely Observed Non-linear Diffusions
  6. On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm
  7. Prediction-based estimating functions
  8. Time Series: Theory and Methods
  9. Closed-Form Likelihood Expansions for Multivariate Diffusions
  10. Martingale Limit Theory and Its Application

Their papers