Michael Sørensen

Michael Sørensen

Head of Department, Professor


  1. 2019
  2. Published

    Estimating functions for jump–diffusions

    Jakobsen, N. M. & Sørensen, Michael, 2019, In : Stochastic Processes and Their Applications. 129, p. 3282–3318

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 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 journalJournal articleResearchpeer-review

  4. 2018
  5. Published

    A review of asymptotic theory of estimating functions

    Jacod, J. & Sørensen, Michael, 2018, In : Statistical Inference for Stochastic Processes. 21, 2, p. 415-434

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. 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 proceedingBook chapterResearchpeer-review

  7. 2017
  8. 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. 2085-2100

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. 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 journalJournal articleResearchpeer-review

  10. 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. 301-307

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

  11. 2016
  12. 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 International Publishing, p. xi-xvi

    Research output: Chapter in Book/Report/Conference proceedingPreface/postscriptResearch

  13. 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. 1-13

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

  14. Published

    Simulation of multivariate diffusion bridges

    Bladt, M., Finch, S. T. J. & Sørensen, Michael, 2016, In : Journal of the Royal Statistical Society, Series B (Statistical Methodology). 78, 2, p. 343–369

    Research output: Contribution to journalJournal articleResearchpeer-review

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