The following pages link to Michael Sørensen (Q222457):
Displayed 50 items.
- Item:Q222457 (redirect page) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Item:Q222457 (redirect page) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- Item:Q222457 (redirect page) (← links)
- Stock returns and hyperbolic distributions (Q699418) (← links)
- On quasi likelihood for semimartingales (Q751137) (← links)
- Estimation for stochastic differential equations with a small diffusion coefficient (Q1009661) (← links)
- Estimating equations based on eigenfunctions for a discretely observed diffusion process (Q1290377) (← links)
- A note on limit theorems for multivariate martingales (Q1301752) (← links)
- Exponential families of stochastic processes and Lévy processes (Q1330193) (← links)
- Exponential families of stochastic processes (Q1363214) (← links)
- A hyperbolic diffusion model for stock prices (Q1367943) (← links)
- On exponential families of Markov processes (Q1378771) (← links)
- Small-diffusion asymptotics for discretely sampled stochastic differential equations (Q1431528) (← links)
- On time-reversibility and estimating functions for Markov processes (Q1779001) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- Curved exponential families of stochastic processes and their envelope families (Q1817408) (← links)
- Martingale estimation functions for discretely observed diffusion processes (Q1903603) (← links)
- Statistical inference for discrete-time samples from affine stochastic delay differential equations (Q1952429) (← links)
- Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions'' (Q2214244) (← links)
- Information quantities in non-classical settings (Q2365194) (← links)
- A simple estimator for discrete-time samples from affine stochastic delay differential equations (Q2430995) (← links)
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions (Q2448707) (← links)
- Prediction‐based estimating functions (Q2707866) (← links)
- Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter (Q2722305) (← links)
- On the Size Distribution of Sand (Q2956043) (← links)
- Maximum Likelihood Estimation for Integrated Diffusion Processes (Q3000892) (← links)
- On effects of discretization on estimators of drift parameters for diffusion processes (Q3122870) (← links)
- Stochastic Models of Sand Transport by Wind and Two Related Estimation Problems (Q3142176) (← links)
- (Q3359614) (← links)
- Parametric Inference for Discretely Sampled Stochastic Differential Equations (Q3646969) (← links)
- (Q3718056) (← links)
- On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes (Q3740849) (← links)
- Classes of diffusion-type processes with a sufficient reduction (Q3742552) (← links)
- Normal Variance-Mean Mixtures and z Distributions (Q3962322) (← links)
- (Q4203656) (← links)
- (Q4215579) (← links)
- On Comparison of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes (Q4231306) (← links)
- Some stationary processes in discrete and continuous time (Q4236695) (← links)
- (Q4294304) (← links)
- (Q4322397) (← links)
- (Q4356499) (← links)
- (Q4396365) (← links)
- Inference for Observations of Integrated Diffusion Processes (Q4677104) (← links)
- On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes (Q4747422) (← links)
- Estimation for discretely observed diffusions using transform functions (Q4822454) (← links)
- A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes (Q4850143) (← links)
- (Q4913194) (← links)
- (Q5203524) (← links)