Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 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
A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes
Barndorff-Nielsen, O. & Sørensen, Michael, 1994, In: International Statistical Review. 62, 1, p. 133-165Research output: Contribution to journal › Journal article › Research › peer-review
A hyperbolic diffusion model for stock prices
Sørensen, Michael & Bibby, B. M., 1997, In: Finance and Stochastics. 1, p. 25-41Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A note on limit theorems for multivariate martingales
Küchler, U. & Sørensen, Michael, 1999, In: Bernoulli. 5, 3, p. 483-493 11 p.Research output: Contribution to journal › Journal article › Research › peer-review
A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps
Sørensen, Michael, 1989, Markov Processes and Control Theory. Langer, H. & Nollau, V. (eds.). Berlin: Akademie Verlag, p. 229-234Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- 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
A review of recent progress in our understanding of aeolian sediment transport
Sørensen, Michael, Anderson, R. S. & Willetts, B. B., 1991, In: Acta Mechanica. Suppl. 1 , p. 1-19Research output: Contribution to journal › Journal article › Research › peer-review
A semimartingale approach to some problems in risk theory
Sørensen, Michael, 1996, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 26, p. 15-23Research output: Contribution to journal › Journal article › Research › peer-review
A statistical model for the streamwise component of a turbulent velocity field
Sørensen, Michael, Barndorff-Nielsen, O. E. & Jensen, J. L., 1993, In: Annales Geophysicae. 11, p. 99-103Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A transformation approach to modeling multi-modal diffusions
Forman, Julie Lyng & Sørensen, Michael, 2014, In: Journal of Statistical Planning and Inference. 146, p. 56-69Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Aeolian Mass Transport near the Saltation Threshold
Rasmussen, K. R. & Sørensen, Michael, 1999, In: Earth Surface Processes and Landforms. 24, 5, p. 413-422Research output: Contribution to journal › Journal article › Research › peer-review
An analytic model of wind-blown sand transport
Sørensen, Michael, 1991, In: Acta Mechanica. Suppl. 1, p. 67-81Research output: Contribution to journal › Journal article › Research › peer-review
Classes of diffusion-type processes with a sufficient reduction
Sørensen, Michael, 1986, In: Statistics. 17, p. 585-596Research output: Contribution to journal › Journal article › 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
Contribution to the discussion of a paper by Kou, Xie and Liu
Jacobsen, Martin & Sørensen, Michael, 2005, In: Journal of the Royal Statistic Society, Series C: Applied Statistics. 54, p. 502-503Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 500-501Research output: Contribution to journal › Journal article › Research › peer-review
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. 61-74Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Diffusion Processes
Sørensen, Michael, 2004, Encyclopedia of Actuarial Science. Wiley, Vol. 1. p. 523-527Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
- Published
Diffusion models for exchange rates in a target zone
Sørensen, Michael & Larsen, K. S., 2007, In: Mathematical Finance. 17, p. 285 - 306Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Diffusion-type models with given marginal distribution and autocorrelation function
Bibby, B. M., Skovgaard, I. M. & Sørensen, Michael, 2005, In: Bernoulli. 11, 2, p. 191-220 10 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Dynamics of Particles in Aeolian Saltation
Rasmussen, K. R. & Sørensen, Michael, 2005, Powders and Grains 2005. García-Rojo, R., Herrmann, H. J. & McNamara, S. (eds.). A.A. Balkema: <Forlag uden navn>, Vol. 2. p. 967-972Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Editorial to: Six papers on Dynamic Statistical Models: Special issue of Scandinavian Journal of Statistics, 41(1), 22, 2014
Ditlevsen, Susanne (ed.), Scheike, Thomas (ed.) & Sørensen, Michael (ed.), 2014, In: Scandinavian Journal of Statistics. 41, 1Research 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
Empirical Process Techniques for Dependent Data
Dehling, H. G. (ed.), Mikosch, Thomas Valentin (ed.) & Sørensen, Michael (ed.), 2002, Boston: Birkhäuser Verlag. 545 p.Research output: Book/Report › Anthology › Research › peer-review
- Published
En Introduktion til Sandsynlighedsregning.
Sørensen, Michael, 2003, 4. ed. Københavns Universitet: Universitetsbogladen. 287 p.Research output: Book/Report › Book › Education
ID: 5251
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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 -
142
downloads
A Generative Angular Model of Protein Structure Evolution
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
126
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A review of asymptotic theory of estimating functions
Research output: Contribution to journal › Journal article › Research › peer-review
Published