Search Results for author: Mikkel Bennedsen

Found 3 papers, 0 papers with code

Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility

no code implementations19 Mar 2024 Mikkel Bennedsen, Kim Christensen, Peter Christensen

We develop a framework for composite likelihood inference of parametric continuous-time stationary Gaussian processes.

Gaussian Processes

Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year

no code implementations2 Dec 2023 Mikkel Bennedsen

In this paper, we show that this conclusion is sensitive to the placement of the income threshold at which the relationship between emotional well-being and income is allowed to plateau.

Designing a statistical procedure for monitoring global carbon dioxide emissions

no code implementations7 Apr 2019 Mikkel Bennedsen

This paper applies the theory of sequential testing to design a statistical monitoring procedure that can be used to detect systematic under-reportings of CO$_2$ emissions.

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