Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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. 133-165Research output: Contribution to journal › Journal article › peer-review
Information quantities in non-classical settings
Barndorff-Nielsen, O. & Sørensen, Michael, 1991, In: Computational Statistics & Data Analysis. 12, 2, p. 143-158Research output: Contribution to journal › Journal article › peer-review
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. 439-455Research output: Contribution to journal › Journal article › peer-review
Normal variance-mean mixtures and z-distributions
Barndorff-Nielsen, O., Kent, J. & Sørensen, Michael, 1982, In: International Statistical Review. 50, 2, p. 145-159Research output: Contribution to journal › Journal article › peer-review
Wind shear and hyperbolic distributions
Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1989, In: Boundary-Layer Meteorology. 49, 4, p. 417-431Research output: Contribution to journal › Journal article › 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 › peer-review
- 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 › peer-review
- 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 › peer-review
- Published
Hyperbolic Processes in Finance
Bibby, B. M. & Sørensen, Michael, 2003, Handbook of Heavy Tailed Distributions in Finance. Elsevier, p. 211-248Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 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. 395-410Research output: Contribution to journal › Journal article › peer-review
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
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A Generative Angular Model of Protein Structure Evolution
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A review of asymptotic theory of estimating functions
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