Michael Sørensen

Michael Sørensen

Professor


  1. 1997
  2. 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 journalJournal articleResearchpeer-review

  3. 1996
  4. 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 journalJournal articleResearchpeer-review

  5. 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 journalJournal articleResearchpeer-review

  6. 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 journalJournal articleResearchpeer-review

  7. 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 journalJournal articleResearchpeer-review

  8. On the effect of mid-air collisions on aeolian saltation

    Sørensen, Michael & McEwan, I., 1996, In: Sedimentology. 43, , p. 66-76

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. 1995
  10. Martingale estimating functions for discretely observed diffusion processes

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

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. 1994
  12. 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 journalJournal articleResearchpeer-review

  13. 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 journalJournal articleResearchpeer-review

  14. 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 journalJournal articleResearchpeer-review

ID: 5251