- Published
Estimating functions for diffusion-type processes
Sørensen, Michael, 2012, Statistical Methods for Stochastic Differential Equations. Kessler, M., A. L. & Sørensen, M. (eds.). CRC Press, p. 1 - 107 107 p. (Monographs on Statistics and Applied Probability, Vol. 124).Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- Published
Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics
Sørensen, Michael, 2005, In: Statistical Science. 20, p. 344-346Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On the Size Distribution of Sand
Sørensen, Michael, 2016, The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. Podolskij, M., Stelzer, R., Thorbjørnsen, S. & Veraart, A. E. D. (eds.). Springer Science+Business Media, p. 1-13Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- Published
Prediction-based estimating functions: Review and new developments
Sørensen, Michael, 2011, In: Brazilian Journal of Probability and Statistics. 25, 3, p. 362-391Research 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
- 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
On the rate of aeolian sand transport
Sørensen, Michael, 2001, Actes du 2eme Atelier International. Formation et Migration des Dunes. Moctar, A. O. E. (ed.). <Forlag uden navn>, p. 56-60Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Statistical Methods for Stochastic Differential Equations
Sørensen, Michael (ed.), Kessler, M. (ed.) & Lindner, A. (ed.), 2012, CRC Press. 507 p. (Monographs on Statistics and Applied Probability, Vol. 124).Research output: Book/Report › Anthology › Research › peer-review
- Published
Prediction-based estimating functions
Sørensen, Michael, 2000, In: Econometrics Journal. 3, p. 123-147Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Small-diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael & Uchida, M., 2003, In: Bernoulli. 9 (6), p. 1051 - 1069Research output: Contribution to journal › Journal article › Research › peer-review
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An explorative analysis of ERCC1-19q13 copy number aberrations in a chemonaive stage III colorectal cancer cohort
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Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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Many neighborly spheres
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Maximum likelihood estimation and natural pairwise estimating equations are identical for three sequences and a symmetric 2-state substitution model
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Quantile Regression for Longitudinal Functional Data with Application to Feed Intake of Lactating Sows
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