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	0	0	1	3	5	5	9	174
Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval	0	0	0	31	1	1	3	47
Efficient estimation for ergodic diffusions sampled at high frequency	0	0	0	27	3	6	7	96
Estimating for Discretely Observed Diffusions Using Transform Functions	0	0	0	61	1	2	3	171
Maximum likelihood estimation for integrated diffusion processes	0	0	1	58	1	4	7	163
On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes	0	0	0	14	2	2	2	54
On effects of discretization on estimators of drift parameters for diffusion processes	0	0	0	7	1	1	2	30
On the moments of some first passage times for exponential families of processes	0	0	0	12	1	1	2	58
Optimal inference in dynamic models with conditional moment restrictions	0	0	1	38	7	9	12	110
Parametric inference for discretely sampled stochastic differential equations	0	0	0	46	0	1	1	132
Prediction-based estimating functions: review and new developments	0	0	0	44	0	0	3	75
Simple simulation of diffusion bridges with application to likelihood inference for diffusions	0	0	0	32	3	4	6	145
Simulation of multivariate diffusion bridges	0	0	0	33	4	5	5	82
The Pearson diffusions: A class of statistically tractable diffusion processes	2	2	3	76	8	12	17	259
Total Working Papers	2	2	6	482	37	53	79	1,596

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	2	6	7	29
A semimartingale approach to some problems in Risk Theory	0	0	0	0	0	1	1	4
A simple estimator for discrete-time samples from affine stochastic delay differential equations	0	0	0	15	2	3	6	62
Curved exponential families of stochastic processes and their envelope families	0	0	0	6	1	1	1	46
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE	0	1	1	58	1	8	8	118
Efficient estimation of transition rates between credit ratings from observations at discrete time points	0	1	2	42	2	6	9	136
Estimating functions for jump–diffusions	0	0	0	2	1	5	6	16
Estimation for stochastic differential equations with a small diffusion coefficient	0	0	0	15	4	5	8	76
Inference for Observations of Integrated Diffusion Processes	0	0	0	17	3	6	8	74
Information quantities in non-classical settings	0	0	0	10	3	5	6	36
On Time-Reversibility and Estimating Functions for Markov Processes	0	0	0	14	3	3	3	57
On quasi likelihood for semimartingales	0	0	0	2	5	6	7	22
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	1	2	220
Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter	0	0	0	9	2	5	5	35
Simulation of multivariate diffusion bridges	0	0	0	3	5	8	8	22
Statistical inference for discretely observed Markov jump processes	0	1	4	140	2	7	16	301
The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes	0	1	2	33	13	32	36	167
Total Journal Articles	0	4	9	381	49	108	137	1,422

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Statistics updated 2026-02-12