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Bibby, Bo Martin Bladt, Mogens Christensen, Bent Jesper Baltazar-Larios, Fernando Kelly, Leah Platen, Eckhard Küchler, Uwe Stegenborg Larsen, Kristian Letchford, Adam N. Skovgaard, Ib Michael Uchida, Masayuki Kessler, Mathieu Bladt, Mogens Jacobsen, Martin Gloter, Arnaud Blandt, Mogens Munkholt Jakobsen, Nina Finch, Samuel Poulsen, Rolf All co-authors diffusion schätztheorie inference estimation optimal models stochastic functions estimating model diffusions likelihood simple discretely equations
Composed terms estimation theory stochastic process stochastischer prozess maximum likelihood schätzung maximum likelihood estimation estimating functions mathematical analysis maximum likelihood differential equations statistical inference simple graph graph partitioning stock prices innovation diffusion induktive statistik monte carlo simulation partitioning polytope efficient estimation diffusion bridges prediction based based estimating likelihood estimation likelihood inference optimal inference dynamic models models conditional conditional moment moment restrictions discretely observed discretely sampled stochastic differential stochastic delay diffusion models
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Michael Sørensen Alternative spellings: Michael M. Sørensen M. Sørensen B: 1955 Biblio: Tätig Dep. of Mathematical Sciences, Univ. of Copenhagen; Tätig am Dep. of Mathematics, Univ. of Aarhus
Profession Mathematiker
Affiliations Københavns Universitet. Matematisk Institut
Q59019267
Publishing years Series Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business (15) CREATES research paper (5) Working paper / Department of Management Science and Logistics, Faculty of Business Administration, Aarhus School of Business (5) CREATES Research Paper (1) Research paper / Quantitative Finance Research Centre, University of Technology Sydney (1) Discussion papers of interdisciplinary research project 373 (1) Working paper / CORAL - Centre for Operations Research Applications in Logistics, Department of Business Studies (1)