Michael S{\o}rensen
Identifiers
- name variant Michael S{\o}rensen 0.60 · backfill
Papers (7)
- A review of asymptotic theory of estimating functions math.ST · 2017 · author #2
- Estimating functions for jump-diffusions stat.ME · 2017 · author #2
- Efficient estimation for diffusions sampled at high frequency over a fixed time interval stat.ME · 2015 · author #2
- Simulation of multivariate diffusion bridge math.ST · 2014 · author #3
- Simple simulation of diffusion bridges with application to likelihood inference for diffusions math.ST · 2014 · author #2
- A new approach to multi-modal diffusions with applications to protein folding stat.ME · 2013 · author #2
- Statistical inference for discrete-time samples from affine stochastic delay differential equations math.ST · 2013 · author #2
Mentions
- 1507.06792 #2 · backfill · confidence 0.70 Michael S{\o}rensen
- 1405.7728 #3 · backfill · confidence 0.70 Michael S{\o}rensen
- 1403.1762 #2 · backfill · confidence 0.70 Michael S{\o}rensen
- 1304.0925 #2 · backfill · confidence 0.70 Michael S{\o}rensen
- 1303.4875 #2 · backfill · confidence 0.70 Michael S{\o}rensen
Frequent Coauthors
- Mogens Bladt 2 shared papers
- Nina Munkholt Jakobsen 2 shared papers
- Jean Jacod 1 shared papers
- Julie Forman 1 shared papers
- Samuel Finch 1 shared papers
- Uwe K\"uchler 1 shared papers