Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

Publication year:
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1 - 96 out of 96Page size: 500
  1. 2021
  2. Published

    Prediction-based estimation for diffusion models with high-frequency data

    Jorgensen, E. S. & Sørensen, Michael, 2021, In: Japanese Journal of Statistics and Data Science. 4, 1, p. 483-511

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

  3. 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

  4. 2019
  5. 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 journal › Journal article › Research › peer-review

  6. 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 journal › Journal article › Research › peer-review

  7. 2018
  8. 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 journal › Journal article › Research › peer-review

  9. 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 proceeding › Book chapter › Research › peer-review

  10. 2017
  11. 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 journal › Journal article › Research › peer-review

  12. 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 journal › Journal article › Research › peer-review

  13. 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 proceeding › Book chapter › Research › peer-review

  14. 2016
  15. 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

  16. 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 proceeding › Book chapter › Research › peer-review

  17. 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 journal › Journal article › Research › peer-review

  18. 2014
  19. Published

    A transformation approach to modeling multi-modal diffusions

    Forman, Julie Lyng & Sørensen, Michael, 2014, In: Journal of Statistical Planning and Inference. 146, p. 56-69

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

  20. Published

    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, 1

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

  21. Published

    Simple simulation of diffusion bridges with application to likelihood inference for diffusions

    Bladt, M. & Sørensen, Michael, 2014, In: Bernoulli. 20, 2, p. 645-675

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

  22. 2013
  23. Published

    Statistical inference for discrete-time samples from affine stochastic delay differential equations

    Küchler, U. & Sørensen, Michael, 2013, In: Bernoulli. 19, 2, p. 409 - 425

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

  24. 2012
  25. Published

    Estimating functions for diffusion-type processes

    Sørensen, Michael, 2012, Statistical Methods for Stochastic Differential Equations. Kessler, M., A. L. & Sørensen, M. (eds.). CRC Press, p. 1 - 107 107 p. (Monographs on Statistics and Applied Probability, Vol. 124).

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

  26. Published

    Statistical Methods for Stochastic Differential Equations

    Sørensen, Michael (ed.), Kessler, M. (ed.) & Lindner, A. (ed.), 2012, CRC Press. 507 p. (Monographs on Statistics and Applied Probability, Vol. 124).

    Research output: Book/Report › Anthology › Research › peer-review

  27. 2011
  28. Published

    Prediction-based estimating functions: Review and new developments

    Sørensen, Michael, 2011, In: Brazilian Journal of Probability and Statistics. 25, 3, p. 362-391

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

  29. 2010
  30. Published

    Estimating functions for discretely sampled diffusion-type models

    Sørensen, Michael, Jacobsen, Martin & Bibby, B. M., 2010, Handbook of Financial Econometrics. Ait-Sahalia, Y. & Hansen, L. P. (eds.). Oxford: North-Holland, Vol. 1. p. 203 - 268

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

  31. 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

  32. Published

     Maximum likelihood estimation for integrated diffusion processes

    Sørensen, Michael & Baltazar-Larios, F., 2010, Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. Chiarella, C. & Novikov, A. (eds.). Springer Science+Business Media, p. 407-423

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

  33. 2009
  34. 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

  35. Published

     Efficient estimation of transition rates between credit ratings from observations at discrete time points

    Sørensen, Michael & Bladt, M., 2009, In: Quantitative Finance. 9, p. 147 - 160 14 p.

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

  36. Published

     Estimation for stochastic differential equations with a small diffusion coefficient

    Sørensen, Michael & Gloter, A., 2009, In: Stochastic Processes and Their Applications. 119, p. 679 - 699 21 p.

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

  37. 2008
  38. Published

    The Pearson diffusions: A class of statistically tractablediffusion processes

    Forman, Julie Lyng & Sørensen, Michael, 2008, In: Scandinavian Journal of Statistics. 35, p. 438 - 465

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

  39. Published

    The vertical variation of particle speed and flux density inaeolian saltation: measurement and modeling

    Sørensen, Michael & Rasmussen, K. R., 2008, In: Journal of Geophysical Research - Oceans. 113

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

  40. 2007
  41. Published

    Diffusion models for exchange rates in a target zone

    Sørensen, Michael & Larsen, K. S., 2007, In: Mathematical Finance. 17, p. 285 - 306

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

  42. 2006
  43. Published

    On the Size Distribution of Sand

    Sørensen, Michael, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-11.

    Research output: Working paper › Research

  44. 2005
  45. Published

    Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics

    Sørensen, Michael, 2005, In: Statistical Science. 20, p. 344-346

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

  46. Published

    Contribution to the discussion of a paper by Kou, Xie and Liu

    Jacobsen, Martin & Sørensen, Michael, 2005, In: Journal of the Royal Statistic Society, Series C: Applied Statistics. 54, p. 502-503

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

  47. Published

    Contribution to the discussion of the paper "Local model uncertainty and incompletedata bias" by John Copas and Shinto Educhi

    Sørensen, Michael, 2005, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 67, p. 500-501

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

  48. Published

    Diffusion-type models with given marginal distribution and autocorrelation function

    Bibby, B. M., Skovgaard, I. M. & Sørensen, Michael, 2005, In: Bernoulli. 11, 2, p. 191-220 10 p.

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

  49. Published

    Dynamics of Particles in Aeolian Saltation

    Rasmussen, K. R. & Sørensen, Michael, 2005, Powders and Grains 2005. García-Rojo, R., Herrmann, H. J. & McNamara, S. (eds.). A.A. Balkema: <Forlag uden navn>, Vol. 2. p. 967-972

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

  50. Published

    On Time-Reversibility and Estimating Functions for Markov Processes

    Kessler, M. & Sørensen, Michael, 2005, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 8, 1, p. 95-107

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

  51. Published

    Statistical inference for discretely observed Markov jump processes

    Bladt, M. & Sørensen, Michael, 2005, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 37, 3, p. 395-410

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

  52. 2004
  53. Published

    Diffusion Processes

    Sørensen, Michael, 2004, Encyclopedia of Actuarial Science. Wiley, Vol. 1. p. 523-527

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

  54. Published

    Estimation for Discretely observed Diffusions using Transform Functions

    Kelly, L., Platen, E. & Sørensen, Michael, 2004, In: Journal of Applied Probability. 41A, p. 99-118

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

  55. Published

    Inference for Observations of Integrated Diffusion Processes

    Ditlevsen, Susanne & Sørensen, Michael, 2004, In: Scandinavian Journal of Statistics. Vol. 31, p. 417-429

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

  56. 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

  57. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2004, In: Geomorphology. 59, 1, p. 53-62

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

  58. Published

    Ornstein-Uhlenbeck Process

    Sørensen, Michael, 2004, Encyclopedia of actuarial science. Vol 3 (O-Z) ed. Wiley, p. 1229-1230

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

  59. Published

    Probabilistic modeling of bed-load composition

    McEwan, I., Sørensen, Michael, Heald, J., Tait, S., Cunningham, G., Goring, D. & Willetts, B., 2004, In: Journal of Hydraulic Engineering (New York). 130, 2, p. 129-139

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

  60. 2003
  61. Published

    Hyperbolic Processes in Finance

    Bibby, B. M. & Sørensen, Michael, 2003, Handbook of Heavy Tailed Distributions in Finance. Elsevier, p. 211-248

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

  62. Published

    Small-diffusion asymptotics for discretely sampled stochastic differential equations

    Sørensen, Michael & Uchida, M., 2003, In: Bernoulli. 9 (6), p. 1051 - 1069

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

  63. 2002
  64. Published

    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

  65. 2001
  66. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2001, Actes du 2eme Atelier International. Formation et Migration des Dunes. Moctar, A. O. E. (ed.). <Forlag uden navn>, p. 56-60

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

  67. Published

    Simplified estimating functions for diffusion models with a high-dimensional parameter

    Bibby, B. M. & Sørensen, Michael, 2001, In: Scandinavian Journal of Statistics. 28, 1, p. 99-112 14 p.

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

  68. 2000
  69. Published

    Prediction-based estimating functions

    Sørensen, Michael, 2000, In: Econometrics Journal. 3, p. 123-147

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

  70. 1999
  71. Published

    A note on limit theorems for multivariate martingales

    Küchler, U. & Sørensen, Michael, 1999, In: Bernoulli. 5, 3, p. 483-493 11 p.

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

  72. Published

    Aeolian Mass Transport near the Saltation Threshold

    Rasmussen, K. R. & Sørensen, Michael, 1999, In: Earth Surface Processes and Landforms. 24, 5, p. 413-422

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

  73. Published

    Estimating equations based on eigenfunctions for a discretely observed diffusion process

    Kessler, M. & Sørensen, Michael, 1999, In: Bernoulli. 5, 2, p. 299-314

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

  74. Published

    On asymptotics of estimating functions

    Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136

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

  75. Published

    Stock returns and hyperbolic distributions

    Küchler, U., Neumann, K., Sørensen, Michael & Streller, A., 1999, In: Mathematical and Computer Modelling. 29, 10-12, p. 1-15

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

  76. 1998

  77. 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

  78. 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. 331-343

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

  79. 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. 989-1007

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

  80. 1997

  81. A hyperbolic diffusion model for stock prices

    Sørensen, Michael & Bibby, B. M., 1997, In: Finance and Stochastics. 1, p. 25-41

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

  82. 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. 305-325

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

  83. Published

    Exponential Families of Stochastic Processes

    Sørensen, Michael & Küchler, U., 1997, New York: Springer. 322 p.

    Research output: Book/Report › Book › Research › peer-review

  84. On the effect of time variability of the wind on rates of aeolian sand transport

    Sørensen, Michael, 1997, In: Aarhus Geoscience. 7, p. 73-77

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

  85. 1996

  86. 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

  87. Curved exponential families of stochastic processes and their envelope families

    Küchler, U. & Sørensen, Michael, 1996, In: Annals of the Institute of Statistical Mathematics. 48, 1, p. 61-74

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

  88. 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

  89. On estimation for discretely observed diffusions: A review

    Sørensen, Michael & Bibby, B. M., 1996, In: Theory of Stochastic Processes. 2, p. 49-56

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

  90. 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

  91. The natural exponential family generated by a semimartingale

    Sørensen, Michael, 1996, Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics. Shiryaev, A. N. (ed.). Moscow: TVP Science Publishers, p. 177-186

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

  92. 1995

  93. 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

  94. 1994

  95. A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes

    Barndorff-Nielsen, O. & Sørensen, Michael, 1994, In: International Statistical Review. 62, 1, p. 133-165

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

  96. Exponential Families of Stochastic Processes with Time-Continuous Likelihood Functions

    Küchler, U. & Sørensen, Michael, 1994, In: Scandinavian Journal of Statistics. 21, 4, p. 421-431

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

  97. Exponential families of stochastic processes and Lévy processes

    Küchler, U. & Sørensen, Michael, 1994, In: Journal of Statistical Planning and Inference. 39, 2, p. 211-237

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

  98. Statistical Analysis of a Spatial Birth-and-Death Process Model with a View to Modelling Linear Dune Fields

    Møller, J. .. & Sørensen, Michael, 1994, In: Scandinavian Journal of Statistics. 21, 1, p. 1-19

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

  99. 1993

  100. A statistical model for the streamwise component of a turbulent velocity field

    Sørensen, Michael, Barndorff-Nielsen, O. E. & Jensen, J. L., 1993, In: Annales Geophysicae. 11, p. 99-103

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

  101. Stochastic Models of Sand Transport by Wind and Two Related Estimation Problems

    Sørensen, Michael, 1993, In: International Statistical Review. 61, 2, p. 245-255

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

  102. 1991

  103. 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

  104. An analytic model of wind-blown sand transport

    Sørensen, Michael, 1991, In: Acta Mechanica. Suppl. 1, p. 67-81

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

  105. Information quantities in non-classical settings

    Barndorff-Nielsen, O. & Sørensen, Michael, 1991, In: Computational Statistics & Data Analysis. 12, 2, p. 143-158

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

  106. 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

  107. 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

  108. On the temporal-spatial variation of sediment size distributions

    Sørensen, Michael & Barndorff-Nielsen, O. E., 1991, In: Acta Mechanica. Suppl. 2, p. 23-35

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

  109. 1990

  110. On quasi likelihood for semimartingales

    Sørensen, Michael, 1990, In: Stochastic Processes and Their Applications. 35, 2, p. 331-346

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

  111. Parametric Modelling of Turbulence

    Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1990, In: PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL AND PHYSICAL SCIENCES. 332, 1627, p. 439-455

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

  112. 1989

  113. A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps

    Sørensen, Michael, 1989, Markov Processes and Control Theory. Langer, H. & Nollau, V. (eds.). Berlin: Akademie Verlag, p. 229-234

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

  114. Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach

    Küchler, U. & Sørensen, Michael, 1989, In: International Statistical Review. 57, 2, p. 123-144

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

  115. Some asymptotic properties of quasi likelihood estimators for semimartingales

    Sørensen, Michael, 1989, Proceedings of the Fourth Prague Symposium on Asymptotic Statistics. Mandel, P. & Husková, M. (eds.). Prague: Charles University, p. 469-479

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

  116. Wind shear and hyperbolic distributions

    Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1989, In: Boundary-Layer Meteorology. 49, 4, p. 417-431

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

  117. 1988

  118. 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. 42-43

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

  119. 1986

  120. Classes of diffusion-type processes with a sufficient reduction

    Sørensen, Michael, 1986, In: Statistics. 17, p. 585-596

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

  121. Estimation of some aeolian saltation transport parameters: a re-analysis of Williams' data

    Jensen, J. L. & Sørensen, Michael, 1986, In: Sedimentology. 33, 4, p. 547-558

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

  122. 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

  123. 1985

  124. The fascination of sand

    Sørensen, Michael, Barndorff-Nielsen, O. E., Blæsild, P. & Jensen, J. L., 1985, A Celebration of Statistics. New York: Springer, p. 57-87

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

  125. 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

  126. 1983

  127. 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

  128. 1982

  129. 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

  130. 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

  131. On the relation between size and distance travelled for wind driven sand grains - results and discussion of a pilot experiment using coloured sand.

    Sørensen, Michael, Barndorff-Nielsen, O. & Jensen, J. L., 1982, Mechanics of Sediment Transport. Sumer, B. M. & Müller, A. (eds.). Rotterdam: Balkema Publishers, p. 55-64

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

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