//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Sørensen, Michael"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Maximum-Likelihood-Methode"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Stochastic process
5
Stochastischer Prozess
5
Analysis
4
Estimation theory
4
Mathematical analysis
4
Schätztheorie
4
Theorie
4
Theory
4
Heuristics
2
Heuristik
2
Sampling
2
Stichprobenerhebung
2
Induktive Statistik
1
Martingal
1
Martingale
1
Method of moments
1
Momentenmethode
1
Statistical inference
1
Variational method
1
Variationsrechnung
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
5
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
3
Book section
3
Language
All
English
8
Author
All
Sørensen, Michael
Koopman, Siem Jan
70
Lee, Lung-fei
26
Nielsen, Morten Ørregaard
24
Winkelmann, Rainer
23
Fiorentini, Gabriele
21
Pesaran, M. Hashem
21
Sentana, Enrique
21
McAleer, Michael
20
Phillips, Peter C. B.
20
Liesenfeld, Roman
18
Pfaffermayr, Michael
18
Zha, Tao
17
Lucas, André
16
Jungbacker, Borus
15
Hayakawa, Kazuhiko
14
Yu, Jun
14
Greene, William H.
13
Johansen, Søren
13
Lieberman, Offer
13
Zakoïan, Jean-Michel
13
Chen, Xiaohong
12
Egger, Peter
12
Francq, Christian
12
Larch, Mario
12
Tsionas, Efthymios G.
12
Baltagi, Badi H.
11
Jansson, Michael
11
Magnus, Jan R.
11
Ooms, Marius
11
Aït-Sahalia, Yacine
10
Hurn, Stan
10
Staub, Kevin E.
10
Waggoner, Daniel F.
10
Wel, Michel van der
10
Blasques, Francisco
9
Bresson, Georges
9
Jin, Fei
9
Kristensen, Dennis
9
Li, Kunpeng
9
Polasek, Wolfgang
9
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
2
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
CREATES research paper
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Handbook of financial time series
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Tools and techniques
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10008651742
Saved in:
2
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
;
Platen, Eckhard
;
Sørensen, Michael
-
2003
Persistent link: https://www.econbiz.de/10002250862
Saved in:
3
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
Saved in:
4
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 407-423)
.
2010
Persistent link: https://www.econbiz.de/10008749174
Saved in:
5
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael
- In:
Handbook of financial time series
,
(pp. 531-553)
.
2009
Persistent link: https://www.econbiz.de/10003834179
Saved in:
6
Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003734476
Saved in:
7
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
8
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->