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	0	2	4	169
Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval	0	0	0	31	0	0	2	46
Efficient estimation for ergodic diffusions sampled at high frequency	0	0	1	27	0	1	2	90
Estimating for Discretely Observed Diffusions Using Transform Functions	0	0	0	61	0	1	1	169
Maximum likelihood estimation for integrated diffusion processes	0	0	1	58	1	2	5	160
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	0	2	29
On the moments of some first passage times for exponential families of processes	0	0	0	12	0	1	1	57
Optimal inference in dynamic models with conditional moment restrictions	0	0	1	38	1	1	4	102
Parametric inference for discretely sampled stochastic differential equations	0	0	0	46	1	1	1	132
Prediction-based estimating functions: review and new developments	0	0	0	44	0	1	3	75
Simple simulation of diffusion bridges with application to likelihood inference for diffusions	0	0	0	32	0	2	2	141
Simulation of multivariate diffusion bridges	0	0	0	33	1	1	1	78
The Pearson diffusions: A class of statistically tractable diffusion processes	0	1	1	74	0	2	6	247
Total Working Papers	0	1	5	480	4	15	34	1,547

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	1	1	23
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	1	3	5	60
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	1	1	2	58	2	2	3	112
Efficient estimation of transition rates between credit ratings from observations at discrete time points	1	2	2	42	3	6	8	133
Estimating functions for jump–diffusions	0	0	0	2	1	2	2	12
Estimation for stochastic differential equations with a small diffusion coefficient	0	0	0	15	1	1	4	72
Inference for Observations of Integrated Diffusion Processes	0	0	0	17	1	2	3	69
Information quantities in non-classical settings	0	0	0	10	1	1	3	32
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	0	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	1	2	2	220
Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter	0	0	1	9	1	1	2	31
Simulation of multivariate diffusion bridges	0	0	0	3	0	0	0	14
Statistical inference for discretely observed Markov jump processes	0	2	3	139	4	9	13	298
The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes	1	1	3	33	3	4	9	138
Total Journal Articles	3	6	11	380	19	34	56	1,333

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06