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Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael - In: Handbook of financial time series, (pp. 531-553). 2009
Persistent link: https://www.econbiz.de/10003834179
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Statistical inference for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe (contributor); Sørensen, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003413529
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Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando; Sørensen, Michael - 2010
Persistent link: https://www.econbiz.de/10008651742
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Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando; Sørensen, Michael - In: Contemporary quantitative finance : essays in honour of …, (pp. 407-423). 2010
Persistent link: https://www.econbiz.de/10008749174
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Estimation for stochastic differential equations with a small diffusion coefficient
Gloter, Arnaud (contributor); Sørensen, Michael (contributor) - 2005
Persistent link: https://www.econbiz.de/10003221210
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Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122