M. Jacobsen

activity

20072013

most citedInverse problems for regular variation of linear filters, a cancellation property for

σ

-finite measures and identification of stable laws

27 citations · 54 across the 4 of their papers we have counts for

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2013★ 12 cited

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

Massimiliano Tamborrino, Laura Sacerdote, Martin Jacobsen

We consider the multivariate point process determined by the crossing times of the components of a multivariate jump process through a multivariate boundary, assuming to reset each…

math.PR2007★ 27 cited

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

Martin Jacobsen, Thomas Mikosch, Jan Rosiński +1

In this paper, we consider certain $σ$ -finite measures which can be interpreted as the output of a linear filter. We assume that these measures have regularly varying tails and stu…

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

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

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