Michael Sørensen - Research output - Aarhus University

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Emailmichaelmath.kudk

Fuglesangs Allé 4
8210 Aarhus V
Denmark

Research activity per year

6 Journal article
6 Working paper
1 Letter

6 results

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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 p.
Research output: Working paper/Preprint › Working paper › Research

Open Access
File
557 Downloads (Pure)
Simple simulation of diffusion bridges with application to likelihood inference for diffusions
Bladt, M. & Sørensen, M., 2010, Aarhus: Institut for Økonomi, Aarhus Universitet, 22 p.
Research output: Working paper/Preprint › Working paper › Research

Open Access
File
955 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 p.
Research output: Working paper/Preprint › Working paper › Research
Parametric inference for discretely sampled stochastic differential equations
Sørensen, M., 2008, Aarhus: Institut for Økonomi, Aarhus Universitet, 22 p.
Research output: Working paper/Preprint › Working paper › Research
2007
Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, M., 2007, Aarhus: Institut for Økonomi, Aarhus Universitet, 32 p.
Research output: Working paper/Preprint › Working paper › Research
The Pearson diffusions: A class of statistically tractable diffusion processes
Forman, J. L. & Sørensen, M., 2007, Aarhus: Institut for Økonomi, Aarhus Universitet, 32 p.
Research output: Working paper/Preprint › Working paper › Research