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 0 3 11 177
Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval 0 0 0 31 0 2 5 49
Efficient estimation for ergodic diffusions sampled at high frequency 0 0 0 27 0 4 11 100
Estimating for Discretely Observed Diffusions Using Transform Functions 0 0 0 61 1 4 7 175
Maximum likelihood estimation for integrated diffusion processes 1 1 1 59 2 10 16 173
On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes 0 0 0 14 0 0 3 55
On effects of discretization on estimators of drift parameters for diffusion processes 0 0 0 7 0 6 7 36
On the moments of some first passage times for exponential families of processes 0 0 0 12 0 1 3 59
Optimal inference in dynamic models with conditional moment restrictions 0 0 0 38 0 4 16 116
Parametric inference for discretely sampled stochastic differential equations 0 0 0 46 2 10 11 142
Prediction-based estimating functions: review and new developments 0 0 0 44 0 1 6 78
Simple simulation of diffusion bridges with application to likelihood inference for diffusions 0 0 0 32 1 2 9 148
Simulation of multivariate diffusion bridges 0 0 0 33 0 2 7 84
The Pearson diffusions: A class of statistically tractable diffusion processes 0 0 3 76 1 6 27 270
Total Working Papers 1 1 4 483 7 55 139 1,662

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 0 1 10 32
A semimartingale approach to some problems in Risk Theory 0 0 0 0 0 4 5 8
A simple estimator for discrete-time samples from affine stochastic delay differential equations 0 0 0 15 0 1 10 67
Curved exponential families of stochastic processes and their envelope families 0 0 0 6 0 1 2 47
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE 0 0 1 58 0 5 14 124
Efficient estimation of transition rates between credit ratings from observations at discrete time points 0 0 2 42 1 3 13 140
Estimating functions for jump–diffusions 0 0 0 2 0 1 7 17
Estimation for stochastic differential equations with a small diffusion coefficient 0 1 1 16 0 3 14 82
Inference for Observations of Integrated Diffusion Processes 0 0 0 17 0 2 10 76
Information quantities in non-classical settings 0 0 0 10 1 2 9 40
On Time-Reversibility and Estimating Functions for Markov Processes 0 0 0 14 0 0 3 57
On quasi likelihood for semimartingales 0 0 0 2 0 4 11 27
On the Incubation Time Distribution and the Danish AIDS Data 0 0 0 0 0 4 4 5
Prediction-based estimating functions 0 0 0 12 0 4 7 225
Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter 0 0 0 9 0 3 8 38
Simulation of multivariate diffusion bridges 0 0 0 3 0 3 11 25
Statistical inference for discretely observed Markov jump processes 0 0 4 141 0 5 23 310
The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes 1 1 2 34 1 2 38 171
Total Journal Articles 1 2 10 384 3 48 199 1,491

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Statistics updated 2026-07-10