Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

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  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

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