Michael Sorensen

发表

ICAR5/GCTE-SEN JOINT MEETING SCHEDULE All sessions will be held in the Matador Room, University Center, Texas Tech University. Locations of other activities will be as indicated on program.

Ian P. Castro, Joanna E. Bullard, D. Gabriels, 2007 .

Prediction-based estimation for diffusion models with high-frequency data

Michael Sorensen, Emil S. Jorgensen, M. Sørensen, 2020, Japanese Journal of Statistics and Data Science.

Efficient Estimation for Diffusions Sampled at High Frequency Over a Fixed Time Interval

Michael Sorensen, M. Sørensen, Nina Munkholt Jakobsen, 2015, 1507.06792.

Efficient Estimation for Ergodic Diffusions Sampled at High Frequency

Michael Sorensen, M. Sørensen, Michael Sørensen, 2007 .

Parametric Inference for Discretely Sampled Stochastic Differential Equations

Michael Sorensen, M. Sørensen, Michael Sørensen, 2008 .

DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE

Michael Sorensen, M. Sørensen, Kristian Stegenborg Larsen, 2007 .