Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2021
- Published
Prediction-based estimation for diffusion models with high-frequency data
Jorgensen, E. S. & Sørensen, Michael, 2021, In: Japanese Journal of Statistics and Data Science. 4, 1, p. 483-511Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Simulation of diffusion bridges and estimation for stochastic differential equatio
Sørensen, Michael, 2021, Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting). Mathematisches Forschungsinstitut Oberwolfach, p. 8-9 (Oberwolfach Reports; No. 48, Vol. 2021).Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research
- 2019
- Published
Estimating functions for jump–diffusions
Jakobsen, N. M. & Sørensen, Michael, 2019, In: Stochastic Processes and Their Applications. 129, p. 3282–3318Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Langevin diffusions on the torus: estimation and applications
García-Portugués, E., Sørensen, Michael, Mardia, K. V. & Hamelryck, Thomas Wim, 2019, In: Statistics and Computing. 29, 1, p. 1-22 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 2018
- Published
A review of asymptotic theory of estimating functions
Jacod, J. & Sørensen, Michael, 2018, In: Statistical Inference for Stochastic Processes. 21, 2, p. 415-434Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Toroidal Diffusions and Protein Structure Evolution
Garcia Portugues, E., Golden, M., Sørensen, Michael, Mardia, K. V., Hamelryck, Thomas Wim & Hein, J., 2018, Applied Directional Statistics: Modern Methods and Case Studies. Ley, C. & Verdebout, H. (eds.). CRC Press, 34 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- 2017
- Published
A Generative Angular Model of Protein Structure Evolution
Golden, M., Garcia-Portugues, E., Sørensen, Michael, Mardia, K. V., Hamelryck, Thomas Wim & Hein, J., Aug 2017, In: Molecular Biology and Evolution. 34, 8, p. 2085-2100Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Jakobsen, N. M. & Sørensen, Michael, 2017, In: Bernoulli. 23, 3, p. 1874-1910 37 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Likelihood Ratio Tests in Curved Exponential Families with Nuisance Parameters Present Only Under the Alternative [introduction}
Jakobsen, N. M. & Sørensen, Michael, 2017, Inference, Asymptotics, and Applications: Selected Papers of Ib Michael Skovgaard, with Introductions by his Colleagues. Reid, N. & Martinussen, T. (eds.). World Scientific, p. 301-307Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- 2016
- Published
Ole E. Barndorff-Nielsen’s scientific achievements
Vedel Jensen, E. B., Podolskij, M., Sørensen, Michael & Thorbjørnsen, S., 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, p. xi-xviResearch output: Chapter in Book/Report/Conference proceeding › Preface/postscript › Research
ID: 5251
Most downloads
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207
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
141
downloads
A Generative Angular Model of Protein Structure Evolution
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
125
downloads
A review of asymptotic theory of estimating functions
Research output: Contribution to journal › Journal article › Research › peer-review
Published