Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

Publication year:
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  1. 1997

  2. A hyperbolic diffusion model for stock prices

    Sørensen, Michael & Bibby, B. M., 1997, In: Finance and Stochastics. 1, p. 25-41

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Estimating functions for discretely observed diffusions: A review.

    Sørensen, Michael, 1997, Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. Basawa, I. W., Godambe, V. P. & Taylor, R. L. (eds.). Hayward, California: Institute of Mathematical Statistics, Vol. 32. p. 305-325

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  4. Published

    Exponential Families of Stochastic Processes

    Sørensen, Michael & Küchler, U., 1997, New York: Springer. 322 p.

    Research output: Book/Report › Book › Research › peer-review

  5. On the effect of time variability of the wind on rates of aeolian sand transport

    Sørensen, Michael, 1997, In: Aarhus Geoscience. 7, p. 73-77

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. 1996

  7. A semimartingale approach to some problems in risk theory

    Sørensen, Michael, 1996, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 26, p. 15-23

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Curved exponential families of stochastic processes and their envelope families

    Küchler, U. & Sørensen, Michael, 1996, In: Annals of the Institute of Statistical Mathematics. 48, 1, p. 61-74

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes

    KLOEDEN, P. E., PLATEN, E., SCHURZ, H. & Sørensen, Michael, 1996, In: Journal of Applied Probability. 33, 4, p. 1061-1076

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. On estimation for discretely observed diffusions: A review

    Sørensen, Michael & Bibby, B. M., 1996, In: Theory of Stochastic Processes. 2, p. 49-56

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. On the effect of mid-air collisions on aeolian saltation

    Sørensen, Michael & McEwan, I., 1996, In: Sedimentology. 43, 1½, p. 66-76

    Research output: Contribution to journal › Journal article › Research › peer-review

  12. The natural exponential family generated by a semimartingale

    Sørensen, Michael, 1996, Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics. Shiryaev, A. N. (ed.). Moscow: TVP Science Publishers, p. 177-186

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

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