Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
On Exponential Families of Markov Processes
Küchler, U. & Sørensen, Michael, 1998, In: Journal of Statistical Planning and Inference. 66, 1, p. 3-19Research output: Contribution to journal › Journal article › Research › peer-review
On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes
Sørensen, Michael, 1983, In: International Statistical Review. 51, 1, p. 93-110Research output: Contribution to journal › Journal article › Research › peer-review
On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
Sørensen, Michael, 1986, In: International Statistical Review. 54, 2, p. 191-210Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On Time-Reversibility and Estimating Functions for Markov Processes
Kessler, M. & Sørensen, Michael, 2005, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 8, 1, p. 95-107Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On asymptotics of estimating functions
Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On comparison of stopping times in sequential procedures for exponential families of stochastic processes.
Sørensen, Michael, 1998, In: Scandinavian Journal of Statistics. 25, 2, p. 331-343Research output: Contribution to journal › Journal article › Research › peer-review
On estimation for discretely observed diffusions: A review
Sørensen, Michael & Bibby, B. M., 1996, In: Theory of Stochastic Processes. 2, p. 49-56Research output: Contribution to journal › Journal article › Research › peer-review
On quasi likelihood for semimartingales
Sørensen, Michael, 1990, In: Stochastic Processes and Their Applications. 35, 2, p. 331-346Research output: Contribution to journal › Journal article › Research › peer-review
On the Incubation Time Distribution and the Danish AIDS Data
Boldsen, J. L., Jensen, J. L., Søgaard, J. & Sørensen, Michael, 1988, In: Journal of the Royal Statistical Society - Series A. 151, 1, p. 42-43Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On the Size Distribution of Sand
Sørensen, Michael, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-11.Research output: Working paper › Research
ID: 5251
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
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A Generative Angular Model of Protein Structure Evolution
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A review of asymptotic theory of estimating functions
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