Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 1999
- 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
- Published
Estimating equations based on eigenfunctions for a discretely observed diffusion process
Kessler, M. & Sørensen, Michael, 1999, In: Bernoulli. 5, 2, p. 299-314Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On asymptotics of estimating functions
Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Stock returns and hyperbolic distributions
Küchler, U., Neumann, K., Sørensen, Michael & Streller, A., 1999, In: Mathematical and Computer Modelling. 29, 10-12, p. 1-15Research output: Contribution to journal › Journal article › Research › peer-review
- 1998
On Exponential Families of Markov Processes
Küchler, U. & Sørensen, Michael, 1998, In: Journal of Statistical Planning and Inference. 66, 1, p. 3-19Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On comparison of stopping times in sequential procedures for exponential families of stochastic processes.
Sørensen, Michael, 1998, In: Scandinavian Journal of Statistics. 25, 2, p. 331-343Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Some stationary processes in discretely and continuous time
Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1998, In: Advances in Applied Probability. 30, p. 989-1007Research output: Contribution to journal › Journal article › Research › peer-review
- 1997
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
Estimating functions for discretely observed diffusions: A review.
Sørensen, Michael, 1997, Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. Basawa, I. W., Godambe, V. P. & Taylor, R. L. (eds.). Hayward, California: Institute of Mathematical Statistics, Vol. 32. p. 305-325Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Exponential Families of Stochastic Processes
Sørensen, Michael & Küchler, U., 1997, New York: Springer. 322 p.Research output: Book/Report › Book › Research › peer-review
ID: 5251
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207
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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
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141
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A Generative Angular Model of Protein Structure Evolution
Research output: Contribution to journal › Journal article › Research › peer-review
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125
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A review of asymptotic theory of estimating functions
Research output: Contribution to journal › Journal article › Research › peer-review
Published