Access Statistics for Michael Sørensen

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A note on limit theorems for multivariate martingales	1	1	1	3	1	1	1	166
Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval	0	0	1	31	0	0	1	44
Efficient estimation for ergodic diffusions sampled at high frequency	0	0	2	27	0	0	3	89
Estimating for Discretely Observed Diffusions Using Transform Functions	0	0	1	61	0	0	1	168
Maximum likelihood estimation for integrated diffusion processes	0	0	2	58	0	0	3	157
On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes	0	0	0	14	0	0	0	52
On effects of discretization on estimators of drift parameters for diffusion processes	0	0	0	7	0	1	4	29
On the moments of some first passage times for exponential families of processes	0	0	0	12	0	0	0	56
Optimal inference in dynamic models with conditional moment restrictions	0	1	1	38	0	2	4	100
Parametric inference for discretely sampled stochastic differential equations	0	0	0	46	0	0	1	131
Prediction-based estimating functions: review and new developments	0	0	0	44	0	0	1	72
Simple simulation of diffusion bridges with application to likelihood inference for diffusions	0	0	0	32	0	0	1	139
Simulation of multivariate diffusion bridges	0	0	0	33	0	0	0	77
The Pearson diffusions: A class of statistically tractable diffusion processes	0	0	4	73	1	1	10	243
Total Working Papers	1	2	12	479	2	5	30	1,523

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A review of asymptotic theory of estimating functions	0	0	0	3	0	0	2	22
A semimartingale approach to some problems in Risk Theory	0	0	0	0	0	0	0	3
A simple estimator for discrete-time samples from affine stochastic delay differential equations	0	0	0	15	0	0	2	57
Curved exponential families of stochastic processes and their envelope families	0	0	0	6	0	0	0	45
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE	0	0	1	57	0	0	1	110
Efficient estimation of transition rates between credit ratings from observations at discrete time points	0	0	0	40	0	0	3	127
Estimating functions for jump–diffusions	0	0	0	2	0	0	0	10
Estimation for stochastic differential equations with a small diffusion coefficient	0	0	0	15	0	0	3	68
Inference for Observations of Integrated Diffusion Processes	0	0	0	17	0	0	0	66
Information quantities in non-classical settings	0	0	0	10	0	0	2	31
On Time-Reversibility and Estimating Functions for Markov Processes	0	0	0	14	0	0	0	54
On quasi likelihood for semimartingales	0	0	0	2	0	1	1	16
On the Incubation Time Distribution and the Danish AIDS Data	0	0	0	0	0	0	0	1
Prediction-based estimating functions	0	0	0	12	0	0	1	218
Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter	0	0	1	9	0	0	1	30
Simulation of multivariate diffusion bridges	0	0	0	3	0	0	0	14
Statistical inference for discretely observed Markov jump processes	1	1	2	137	2	2	5	287
The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes	1	1	2	32	1	1	8	133
Total Journal Articles	2	2	6	374	3	4	29	1,292

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Statistics updated 2025-07-04