I’m an Assistant Professor in the Statistics and Data Analysis section of the Department of Applied Mathematics and Computer Science, Technical University of Denmark (DTU Compute). My current research concerns, among other things, statistical methods for diffusion processes with jumps.
PhD in Statistics, 2015
University of Copenhagen
MSc in Statistics, 2012
University of Copenhagen
BSc in Mathematics-Economics, 2010
University of Copenhagen
Jakobsen, N. M. and Sørensen M. (2018+). Estimating functions for jump-diffusions. Forthcoming in Stochastic Processes and their Applications.
arXiv
Muñoz, A., Eldridge, W. J., Jakobsen, N. M., Sørensen, H., Wax, A., and Costa, M. (2017). Cellular shear stiffness reflects progression of arsenic-induced transformation during G1. In Carcinogenesis, Vol. 39, No. 2, pp. 109-117.
Carcinogenesis
Jakobsen, N. M. and Sørensen M. (2017). Efficient estimation for diffusions sampled at high frequency over a fixed time interval. In Bernoulli, Vol. 23, No. 3, pp. 1874-1910.
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Bernoulli
Traving, S. J., Rowe, O., Jakobsen, N. M., Sørensen, H., Dinasquet, J., Stedmon, C. A., Andersson, A., and Riemann, L. (2017) The effect of increased loads of dissolved organic matter on estuarine microbial community composition and function. In Frontiers in Microbiology, Vol. 8, Article 351, pp.1-15.
Frontiers
Jakobsen, N. M. (2015) Efficient Estimating Functions for Stochastic Differential Equations. PhD thesis. Faculty of Science, University of Copenhagen, Denmark.
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Jakobsen, N. M. (2017) Efficient estimation for diffusions. In T. Wiklund (ed.), Proceedings of the 20th European Young Statisticians Meeting, pp. 113-118.
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Jakobsen, N. M. (2017) [Review of the book Theory and Methods of Statistics, by P. K. Bhattacharya & Prabir Burman.] In Journal of the American Statistical Association, Vol. 112, No. 519, pp. 1378-1379.
JASA
Jakobsen, N. M. and Sørensen, M. (2017) [Introduction to the paper Likelihood ratio tests in curved exponential families with nuisance parameters present only under the alternative, by Ib Skovgaard.] In Nancy Reid and Torben Martinussen (eds.): Inference, Asymptotics, and Applications – Selected papers of Ib Michael Skovgaard, with Introductions by his colleagues, World Scientific, pp. 301-307.
World Scientific