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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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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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Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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Estimation for discretely observed diffusions using transform functions
Kelly, Leah; Platen, Eckhard; Sørensen, Michael - 2003
Persistent link: https://www.econbiz.de/10002250862
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Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin; Jacobsen, Martin; Sørensen, Michael - 2010
Persistent link: https://www.econbiz.de/10003900641
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Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando; Sørensen, Michael - 2010
Persistent link: https://www.econbiz.de/10008651742
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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
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Munkholt Jakobsen, Nina; Sørensen, Michael - 2015
Persistent link: https://www.econbiz.de/10011327728