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person:"Sørensen, Michael"
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Search: subject_exact:"Maximum-Likelihood-Schätzung"
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Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Stochastic process
5
Stochastischer Prozess
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Analysis
4
Estimation theory
4
Mathematical analysis
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Schätztheorie
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Sørensen, Michael
Koopman, Siem Jan
61
Lee, Lung-fei
26
Fiorentini, Gabriele
21
Sentana, Enrique
21
Nielsen, Morten Ørregaard
20
Phillips, Peter C. B.
20
Winkelmann, Rainer
20
McAleer, Michael
19
Pesaran, M. Hashem
19
Pfaffermayr, Michael
16
Liesenfeld, Roman
15
Zha, Tao
15
Lucas, André
14
Yu, Jun
14
Greene, William H.
13
Jungbacker, Borus
13
Lieberman, Offer
13
Zakoïan, Jean-Michel
13
Francq, Christian
12
Hayakawa, Kazuhiko
12
Johansen, Søren
12
Tsionas, Efthymios G.
12
Chen, Xiaohong
11
Magnus, Jan R.
11
Aït-Sahalia, Yacine
10
Baltagi, Badi H.
10
Hurn, Stan
10
Ooms, Marius
10
Wel, Michel van der
10
Blasques, Francisco
9
Egger, Peter
9
Jansson, Michael
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Jin, Fei
9
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9
Larch, Mario
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9
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
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Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Handbook of financial time series
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ECONIS (ZBW)
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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:
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