Helle Sørensen

Helle Sørensen

Professor

ORCID: 0000-0001-5273-6093

Publication year:
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  1. 2003
  2. Published

    Simulated likelihood approximations for stochastic volatility models

    Sørensen, Helle, 2003, In: Scandinavian Journal of Statistics. 30, 2, p. 257-276 20 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. 2002

  4. Estimation of diffusion parameters for discretely observed diffusion processes

    Sørensen, Helle, 2002, In: Bernoulli. 8, 4, p. 491-508 18 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. 2001

  6. Discretely Observed Diffusions: Approximation of the Continuous-time Score Function

    Sørensen, Helle, 2001, In: Scandinavian Journal of Statistics. 28, 1, p. 113-121 9 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. 2000

  8. Inference for Diffusion Processes and Stochastic Volatility Models

    Sørensen, Helle, 2000, Copenhagen: H.C.Ø.-Tryk. 164 p.

    Research output: Book/Report › Ph.D. thesis › Research

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