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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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Simple simulation of diffusion bridges with application to likelihood inference for diffusions
Bladt, Mogens; Sørensen, Michael - 2010
Persistent link: https://www.econbiz.de/10008651750
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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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Mortality modeling and regression with matrix distributions
Albrecher, Hansjörg; Bladt, Martin; Bladt, Mogens; … - In: Insurance / Mathematics & economics 107 (2022), pp. 68-87
Persistent link: https://www.econbiz.de/10013471186
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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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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