My main research interest is estimation methods for stochastic differential equation (SDE) models, based on (approximate) Martingale estimating functions. My supervisor is Michael Sørensen. I am affiliated with the Statistics and Probability Theory group. Furthermore, I am currently the teaching the course Theoretical Statistics (TeoStat).
My CV (Last updated August 2012)
Master's Thesis
Likelihood Ratio Tests - When a Nuisance Parameter Disappears Under the Hypothesis (2012) (Abstract)
