Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-7233-5377
1 - 2 out of 2Page size: 10
- 2009
- Published
Efficient estimation of transition rates between credit ratings from observations at discrete time points
Sørensen, Michael & Bladt, M., 2009, In: Quantitative Finance. 9, p. 147 - 160 14 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Estimation for stochastic differential equations with a small diffusion coefficient
Sørensen, Michael & Gloter, A., 2009, In: Stochastic Processes and Their Applications. 119, p. 679 - 699 21 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 5251
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207
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
141
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A Generative Angular Model of Protein Structure Evolution
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
125
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A review of asymptotic theory of estimating functions
Research output: Contribution to journal › Journal article › Research › peer-review
Published