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CREATES research paper
CREATES Research Papers
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Simulation of multivariate diffusion bridges
Bladt, Mogens
;
Finch, Samuel
;
Sørensen, Michael
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2014
Persistent link: https://www.econbiz.de/10010350969
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Simple simulation of diffusion bridges with application to likelihood inference for diffusions
Bladt, Mogens
;
Sørensen, Michael
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2010
Persistent link: https://www.econbiz.de/10008651750
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3
Prediction-based estimating functions : review and new developments
Sørensen, Michael
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2011
Persistent link: https://www.econbiz.de/10008807426
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4
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
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2010
Persistent link: https://www.econbiz.de/10008651742
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5
Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Munkholt Jakobsen, Nina
;
Sørensen, Michael
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2015
Persistent link: https://www.econbiz.de/10011327728
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