Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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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. 343–369Research output: Contribution to journal › Journal article › Research › peer-review
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Simple simulation of diffusion bridges with application to likelihood inference for diffusions
Bladt, M. & Sørensen, Michael, 2014, In: Bernoulli. 20, 2, p. 645-675Research output: Contribution to journal › Journal article › Research › peer-review
On the Incubation Time Distribution and the Danish AIDS Data
Boldsen, J. L., Jensen, J. L., Søgaard, J. & Sørensen, Michael, 1988, In: Journal of the Royal Statistical Society - Series A. 151, 1, p. 42-43Research output: Contribution to journal › Journal article › Research › peer-review
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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
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Inference for Observations of Integrated Diffusion Processes
Ditlevsen, Susanne & Sørensen, Michael, 2004, In: Scandinavian Journal of Statistics. Vol. 31, p. 417-429Research output: Contribution to journal › Journal article › Research › peer-review
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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
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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
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The Pearson diffusions: A class of statistically tractablediffusion processes
Forman, Julie Lyng & Sørensen, Michael, 2008, In: Scandinavian Journal of Statistics. 35, p. 438 - 465Research output: Contribution to journal › Journal article › Research › peer-review
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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
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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
ID: 5251
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
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A Generative Angular Model of Protein Structure Evolution
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A review of asymptotic theory of estimating functions
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