Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

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  1. 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. 1-19

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

  2. The usefulness of tests for multivariate normality in physical anthropology

    Sørensen, Michael & Boldsen, J., 1985, In: Ossa : international journal of skeletal research. 9-11, p. 13-28

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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

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