Michael SørensenProfessor and Associate Chair for Research at the Department of Mathematical Sciences, University of Copenhagen.Principal investigator of the Statistics Network under the University of Copenhagen Programme of Excellence. Member of the Dynamical Systems Interdisciplinary Network under the University of Copenhagen Excellence Programme for Interdisciplinary Research. 

You may also be interested in the book Empirical Process Techniques for Dependent Data that I have edited jointly with Thomas Mikosch and Herold Dehling. 
Jointly with Mathieu Kessler and Alexander Lindner, I have edited the book Statistical Methods for Stochastic Differential Equations, where you can read about my work (and that of others) in this area. I have written the chapter on "Estimating functions for diffusion type processes". 