Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Estimating functions for discretely sampled diffusion-type models
Michael Sørensen
,
Martin Jacobsen
, Bo Martin Bibby
Department of Mathematical Sciences
32
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Estimating functions for discretely sampled diffusion-type models'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Estimating Function
100%
Stochastic Volatility Model
35%
Estimator
32%
Model
26%
Efficient Estimator
16%
High Efficiency
15%
Diffusion Model
15%
Martingale
12%
Scenarios
12%
Asymptotic Properties
11%
Jump
11%
Observation
8%
Alternatives
8%
Demonstrate
8%