Access Statistics for Michael Sørensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Limit Theorems for Multivariate Martingales 0 0 0 15 0 0 6 196
Efficient estimation for ergodic diffusions sampled at high frequency 0 0 5 11 0 4 14 22
On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes 0 0 0 31 0 0 0 133
On the moments of some first passage times for exponential families of processes 0 0 0 29 0 0 1 132
Optimal inference in dynamic models with conditional moment restrictions 1 1 10 20 5 6 25 33
Parametric inference for discretely sampled stochastic differential equations 0 2 10 26 1 5 19 41
Total Working Papers 1 3 25 132 6 15 65 557


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Curved exponential families of stochastic processes and their envelope families 0 0 1 2 0 0 2 12
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE 0 1 4 12 0 1 9 21
Inference for Observations of Integrated Diffusion Processes 1 1 3 7 1 1 7 31
Information quantities in non-classical settings 1 1 1 2 2 3 4 11
On Time-Reversibility and Estimating Functions for Markov Processes 0 0 2 10 0 1 8 24
Prediction-based estimating functions 0 0 0 12 0 2 9 188
Statistical inference for discretely observed Markov jump processes 2 4 25 65 4 8 49 113
The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes 1 1 5 5 4 6 14 14
Total Journal Articles 5 8 41 115 11 22 102 414


Statistics updated 2009-11-04