Publikationer pr. år
Publikationer pr. år
- 6 resultater
Søgeresultater
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2010
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, F. & Sørensen, M., 2010, Aarhus: Institut for Økonomi, Aarhus Universitet, 16 s.Publikation: Working paper/Preprint › Working paper › Forskning
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Simple simulation of diffusion bridges with application to likelihood inference for diffusions
Bladt, M. & Sørensen, M., 2010, Aarhus: Institut for Økonomi, Aarhus Universitet, 22 s.Publikation: Working paper/Preprint › Working paper › Forskning
Åben adgangFil1006 Downloads (Pure) -
2008
Optimal inference in dynamic models with conditional moment restrictions
Christensen, B. J. & Sørensen, M., 2008, Aarhus: Institut for Økonomi, Aarhus Universitet, 39 s.Publikation: Working paper/Preprint › Working paper › Forskning
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Parametric inference for discretely sampled stochastic differential equations
Sørensen, M., 2008, Aarhus: Institut for Økonomi, Aarhus Universitet, 22 s.Publikation: Working paper/Preprint › Working paper › Forskning
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2007
Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, M., 2007, Aarhus: Institut for Økonomi, Aarhus Universitet, 32 s.Publikation: Working paper/Preprint › Working paper › Forskning
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The Pearson diffusions: A class of statistically tractable diffusion processes
Forman, J. L. & Sørensen, M., 2007, Aarhus: Institut for Økonomi, Aarhus Universitet, 32 s.Publikation: Working paper/Preprint › Working paper › Forskning