Jørgensen, Emil S.; Sørensen, Michael Prediction-based estimation for diffusion models with high-frequency data. (English) Zbl 1477.62222 Jpn. J. Stat. Data Sci. 4, No. 1, 483-511 (2021). MSC: 62M05 60J60 60H10 62E20 62F12 PDFBibTeX XMLCite \textit{E. S. Jørgensen} and \textit{M. Sørensen}, Jpn. J. Stat. Data Sci. 4, No. 1, 483--511 (2021; Zbl 1477.62222) Full Text: DOI arXiv
Küchler, Uwe; Sørensen, Michael Statistical inference for discrete-time samples from affine stochastic delay differential equations. (English) Zbl 1456.62035 Bernoulli 19, No. 2, 409-425 (2013). MSC: 62F10 62F12 62M10 60H10 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, Bernoulli 19, No. 2, 409--425 (2013; Zbl 1456.62035) Full Text: DOI arXiv Euclid
Sørensen, Michael Prediction-based estimating functions: review and new developments. (English) Zbl 1230.62111 Braz. J. Probab. Stat. 25, No. 3, 362-391 (2011). MSC: 62M09 62M20 60J60 62F12 60H10 62M05 PDFBibTeX XMLCite \textit{M. Sørensen}, Braz. J. Probab. Stat. 25, No. 3, 362--391 (2011; Zbl 1230.62111) Full Text: DOI
Küchler, Uwe; Sørensen, Michael A simple estimator for discrete-time samples from affine stochastic delay differential equations. (English) Zbl 1209.62198 Stat. Inference Stoch. Process. 13, No. 2, 125-132 (2010). MSC: 62M09 62M99 60H30 34K50 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, Stat. Inference Stoch. Process. 13, No. 2, 125--132 (2010; Zbl 1209.62198) Full Text: DOI
Ditlevsen, Susanne; Sørensen, Michael Inference for observations on integrated diffusion processes. (English) Zbl 1062.62157 Scand. J. Stat. 31, No. 3, 417-429 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M05 62F12 62M20 PDFBibTeX XMLCite \textit{S. Ditlevsen} and \textit{M. Sørensen}, Scand. J. Stat. 31, No. 3, 417--429 (2004; Zbl 1062.62157) Full Text: DOI
Kelly, Leah; Platen, Eckhard; Sørensen, Michael Estimation for discretely observed diffusions using transform functions. (English) Zbl 1049.62092 J. Appl. Probab. 41A, Spec. Iss., 99-118 (2004). MSC: 62M05 62F12 65C60 PDFBibTeX XMLCite \textit{L. Kelly} et al., J. Appl. Probab. 41A, 99--118 (2004; Zbl 1049.62092) Full Text: DOI Link