Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

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  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. 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

  25. 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

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