Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2013
- Published
Statistical inference for discrete-time samples from affine stochastic delay differential equations
Küchler, U. & Sørensen, Michael, 2013, In: Bernoulli. 19, 2, p. 409 - 425Research output: Contribution to journal › Journal article › Research › peer-review
- 2011
- Published
Prediction-based estimating functions: Review and new developments
Sørensen, Michael, 2011, In: Brazilian Journal of Probability and Statistics. 25, 3, p. 362-391Research output: Contribution to journal › Journal article › Research › peer-review
- 2010
- 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
- 2009
- 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
- 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
- 2008
- Published
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
- 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. 113Research output: Contribution to journal › Journal article › Research › peer-review
- 2007
- Published
Diffusion models for exchange rates in a target zone
Sørensen, Michael & Larsen, K. S., 2007, In: Mathematical Finance. 17, p. 285 - 306Research output: Contribution to journal › Journal article › Research › peer-review
- 2005
- Published
Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics
Sørensen, Michael, 2005, In: Statistical Science. 20, p. 344-346Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 502-503Research output: Contribution to journal › Journal article › 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
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A review of asymptotic theory of estimating functions
Research output: Contribution to journal › Journal article › Research › peer-review
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