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 3 1 2 11 179
Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval 0 0 0 31 0 0 3 49
Efficient estimation for ergodic diffusions sampled at high frequency 0 0 0 27 1 2 13 102
Estimating for Discretely Observed Diffusions Using Transform Functions 0 0 0 61 0 1 8 176
Maximum likelihood estimation for integrated diffusion processes 0 0 1 59 0 2 17 175
On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes 0 0 0 14 1 1 4 56
On effects of discretization on estimators of drift parameters for diffusion processes 0 0 0 7 1 2 9 38
On the moments of some first passage times for exponential families of processes 0 0 0 12 0 0 3 59
Optimal inference in dynamic models with conditional moment restrictions 0 0 0 38 1 2 17 118
Parametric inference for discretely sampled stochastic differential equations 0 0 0 46 1 3 14 145
Prediction-based estimating functions: review and new developments 0 0 0 44 1 3 7 81
Simple simulation of diffusion bridges with application to likelihood inference for diffusions 0 0 0 32 0 2 11 150
Simulation of multivariate diffusion bridges 0 0 0 33 0 0 7 84
The Pearson diffusions: A class of statistically tractable diffusion processes 0 1 4 77 1 4 29 274
Total Working Papers 0 1 5 484 8 24 153 1,686

Journal Article File Downloads Abstract Views
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 1 1 11 33
A simple estimator for discrete-time samples from affine stochastic delay differential equations 0 0 0 15 0 0 10 67
Curved exponential families of stochastic processes and their envelope families 0 0 0 6 0 1 3 48
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE 0 1 2 59 0 2 16 126
Efficient estimation of transition rates between credit ratings from observations at discrete time points 0 0 2 42 0 1 14 141
Estimating functions for jump–diffusions 0 0 0 2 0 0 7 17
Estimation for stochastic differential equations with a small diffusion coefficient 0 0 1 16 0 1 12 83
Inference for Observations of Integrated Diffusion Processes 0 0 0 17 1 1 10 77
Information quantities in non-classical settings 0 0 0 10 0 1 10 41
On Time-Reversibility and Estimating Functions for Markov Processes 0 0 0 14 1 1 4 58
On quasi likelihood for semimartingales 0 0 0 2 0 1 12 28
On the Incubation Time Distribution and the Danish AIDS Data 0 0 0 0 0 0 4 5
Prediction-based estimating functions 0 0 0 12 0 0 7 225
Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter 0 0 0 9 0 1 9 39
Simulation of multivariate diffusion bridges 0 0 0 3 0 1 12 26
Statistical inference for discretely observed Markov jump processes 0 0 4 141 2 4 25 314
The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes 0 2 4 36 0 2 39 173
Total Journal Articles 0 3 13 387 5 18 205 1,501
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Statistics updated 2026-10-11