Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

Publication year:
All
76 - 99 out of 99Page size: 25
Sort by: 1st author

  1. On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes

    Sørensen, Michael, 1983, In: International Statistical Review. 51, 1, p. 93-110

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

  2. 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

  3. Published

     A simple estimator for discrete-time samples from affine stochastic delay differential equations

    Sørensen, Michael, 2010, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 13, p. 125-132 8 p.

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

  4. Methodology of sieving small samples and calibration of sieve sets

    Sørensen, Michael, Dalsgaard, K. & Jensen, J. L., 1991, Principles, Methods, and Application of Particle Size Analysis. Syvitsky, J. P. M. (ed.). Cambridge: Cambridge University Press, p. 64-75

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

  5. 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

  6. On the mathematical modelling of aeolian saltation

    Sørensen, Michael, Barndorff-Nielsen, O. E. & Jensen, J. L., 1982, Mechanics of Sediment Transport. Sumer, B. M. & Müller, A. (eds.). Rotterdam: Balkema Publishers, p. 65-72

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

  7. Published

    Parametric inference for discretely sampled stochastic differential equations

    Sørensen, Michael, 2009, Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J-P. & Mikosch, T. (eds.). Heidelberg: Springer, p. 531 - 553 23 p.

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

  8. Published

    Contribution to the discussion of the paper "Local model uncertainty and incompletedata bias" by John Copas and Shinto Educhi

    Sørensen, Michael, 2005, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 67, p. 500-501

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

  9. 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. 331-343

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

  10. On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes

    Sørensen, Michael, 1986, In: International Statistical Review. 54, 2, p. 191-210

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

  11. Some asymptotic properties of quasi likelihood estimators for semimartingales

    Sørensen, Michael, 1989, Proceedings of the Fourth Prague Symposium on Asymptotic Statistics. Mandel, P. & Husková, M. (eds.). Prague: Charles University, p. 469-479

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

  12. Published

    Diffusion models for exchange rates in a target zone

    Sørensen, Michael & Larsen, K. S., 2007, In: Mathematical Finance. 17, p. 285 - 306

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

  13. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2004, In: Geomorphology. 59, 1, p. 53-62

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

  14. Published

    On asymptotics of estimating functions

    Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136

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

  15. Likelihood methods for diffusions with jumps

    Sørensen, Michael, 1991, Statistical Inference in Stochastic Processes. Prabhu, N. U. & Basawa, I. V. (eds.). New York: Marcel Dekker, p. 67-105

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

  16. Published

    Exponential Families of Stochastic Processes

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

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

  17. Published

    Estimating functions for discretely sampled diffusion-type models

    Sørensen, Michael, Jacobsen, Martin & Bibby, B. M., 2010, Handbook of Financial Econometrics. Ait-Sahalia, Y. & Hansen, L. P. (eds.). Oxford: North-Holland, Vol. 1. p. 203 - 268

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

  18. Stochastic Models of Sand Transport by Wind and Two Related Estimation Problems

    Sørensen, Michael, 1993, In: International Statistical Review. 61, 2, p. 245-255

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

  19. 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

  20. Published

     Maximum likelihood estimation for integrated diffusion processes

    Sørensen, Michael & Baltazar-Larios, F., 2010, Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. Chiarella, C. & Novikov, A. (eds.). Springer Science+Business Media, p. 407-423

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

  21. 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

  22. Published

    The vertical variation of particle speed and flux density inaeolian saltation: measurement and modeling

    Sørensen, Michael & Rasmussen, K. R., 2008, In: Journal of Geophysical Research - Oceans. 113

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

  23. Published

    Ornstein-Uhlenbeck Process

    Sørensen, Michael, 2004, Encyclopedia of actuarial science. Vol 3 (O-Z) ed. Wiley, p. 1229-1230

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

  24. 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-xvi

    Research output: Chapter in Book/Report/Conference proceeding › Preface/postscript › Research

Previous 1 2 3 4 Next

ID: 5251