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 1 3 0 5 9 174
Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval 0 0 0 31 0 1 3 47
Efficient estimation for ergodic diffusions sampled at high frequency 0 0 0 27 0 3 7 96
Estimating for Discretely Observed Diffusions Using Transform Functions 0 0 0 61 0 1 3 171
Maximum likelihood estimation for integrated diffusion processes 0 0 0 58 0 1 6 163
On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes 0 0 0 14 1 3 3 55
On effects of discretization on estimators of drift parameters for diffusion processes 0 0 0 7 0 1 2 30
On the moments of some first passage times for exponential families of processes 0 0 0 12 0 1 2 58
Optimal inference in dynamic models with conditional moment restrictions 0 0 1 38 1 9 14 112
Parametric inference for discretely sampled stochastic differential equations 0 0 0 46 0 0 1 132
Prediction-based estimating functions: review and new developments 0 0 0 44 0 2 5 77
Simple simulation of diffusion bridges with application to likelihood inference for diffusions 0 0 0 32 0 4 7 146
Simulation of multivariate diffusion bridges 0 0 0 33 0 4 5 82
The Pearson diffusions: A class of statistically tractable diffusion processes 0 2 3 76 2 13 22 264
Total Working Papers 0 2 5 482 4 48 89 1,607

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 4 9 31
A semimartingale approach to some problems in Risk Theory 0 0 0 0 0 0 1 4
A simple estimator for discrete-time samples from affine stochastic delay differential equations 0 0 0 15 0 6 9 66
Curved exponential families of stochastic processes and their envelope families 0 0 0 6 0 1 1 46
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE 0 0 1 58 1 2 9 119
Efficient estimation of transition rates between credit ratings from observations at discrete time points 0 0 2 42 1 3 10 137
Estimating functions for jump–diffusions 0 0 0 2 0 1 6 16
Estimation for stochastic differential equations with a small diffusion coefficient 0 0 0 15 3 7 11 79
Inference for Observations of Integrated Diffusion Processes 0 0 0 17 0 3 8 74
Information quantities in non-classical settings 0 0 0 10 0 5 7 38
On Time-Reversibility and Estimating Functions for Markov Processes 0 0 0 14 0 3 3 57
On quasi likelihood for semimartingales 0 0 0 2 0 6 8 23
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 1 1 3 221
Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter 0 0 0 9 0 2 5 35
Simulation of multivariate diffusion bridges 0 0 0 3 0 5 8 22
Statistical inference for discretely observed Markov jump processes 0 1 5 141 0 6 20 305
The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes 0 0 2 33 2 15 37 169
Total Journal Articles 0 1 10 382 9 70 155 1,443

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Statistics updated 2026-04-09