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Statistical inference for discretely observed Markov jump processes
Bladt, Mogens (contributor); Sørensen, Michael (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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Prediction-based estimating functions
Sørensen, Michael - 1999
Persistent link: https://www.econbiz.de/10001455775
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Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael - 2000
Persistent link: https://www.econbiz.de/10001456710
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Prediction-based estimating functions
Sørensen, Michael - In: The econometrics journal 3 (2000) 2, pp. 123-147
Persistent link: https://www.econbiz.de/10001546170
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Prediction-based estimating functions : review and new developments
Sørensen, Michael - 2011
Persistent link: https://www.econbiz.de/10008807426
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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
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Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003734476
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On sequential maximum likelihood estimation for exponential families of stochastic processes
Sørensen, Michael - In: International statistical review : a journal of the … 54 (1986) 2, pp. 191-210
Persistent link: https://www.econbiz.de/10001032983
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Estimation for discretely observed diffusions using transform functions
Kelly, Leah (contributor); Platen, Eckhard (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507