Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

Publication year:
All
41 - 50 out of 96Page size: 10
Sort by: Title

  1. 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

  2. Martingale estimating functions for discretely observed diffusion processes

    Sørensen, Michael & Bibby, B. M., 1995, In: Bernoulli. 1, p. 17-39

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

  3. Published

    Martingale estimating functions for discretely observed stochastic differential equation models

    Sørensen, Michael, 2004, International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications. Rom: Aracne editrice, p. 213-236

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

  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. Normal variance-mean mixtures and z-distributions

    Barndorff-Nielsen, O., Kent, J. & Sørensen, Michael, 1982, In: International Statistical Review. 50, 2, p. 145-159

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

  6. 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

  7. On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes

    KLOEDEN, P. E., PLATEN, E., SCHURZ, H. & Sørensen, Michael, 1996, In: Journal of Applied Probability. 33, 4, p. 1061-1076

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

  8. On Exponential Families of Markov Processes

    Küchler, U. & Sørensen, Michael, 1998, In: Journal of Statistical Planning and Inference. 66, 1, p. 3-19

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

  9. 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

  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

Previous 1 2 3 4 5 6 7 8 ...10 Next

ID: 5251