Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
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Ole E. Barndorff-Nielsen’s scientific achievements
Vedel Jensen, E. B., Podolskij, M., Sørensen, Michael & Thorbjørnsen, S., 2016, The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. Podolskij, M., Stelzer, R., Thorbjørnsen, S. & Veraart, A. E. D. (eds.). Springer, p. xi-xviResearch output: Chapter in Book/Report/Conference proceeding › Preface/postscript › Research
Martingale estimating functions for discretely observed diffusion processes
Sørensen, Michael & Bibby, B. M., 1995, In: Bernoulli. 1, p. 17-39Research output: Contribution to journal › Journal article › Research › peer-review
On estimation for discretely observed diffusions: A review
Sørensen, Michael & Bibby, B. M., 1996, In: Theory of Stochastic Processes. 2, p. 49-56Research output: Contribution to journal › Journal article › Research › peer-review
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Estimating functions for discretely observed diffusions: A review.
Sørensen, Michael, 1997, Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. Basawa, I. W., Godambe, V. P. & Taylor, R. L. (eds.). Hayward, California: Institute of Mathematical Statistics, Vol. 32. p. 305-325Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
The usefulness of tests for multivariate normality in physical anthropology
Sørensen, Michael & Boldsen, J., 1985, In: Ossa : international journal of skeletal research. 9-11, p. 13-28Research output: Contribution to journal › Journal article › Research › peer-review
A review of recent progress in our understanding of aeolian sediment transport
Sørensen, Michael, Anderson, R. S. & Willetts, B. B., 1991, In: Acta Mechanica. Suppl. 1 , p. 1-19Research output: Contribution to journal › Journal article › Research › peer-review
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En Introduktion til Sandsynlighedsregning.
Sørensen, Michael, 2003, 4. ed. Københavns Universitet: Universitetsbogladen. 287 p.Research output: Book/Report › Book › Education
Classes of diffusion-type processes with a sufficient reduction
Sørensen, Michael, 1986, In: Statistics. 17, p. 585-596Research output: Contribution to journal › Journal article › Research › peer-review
On the temporal-spatial variation of sediment size distributions
Sørensen, Michael & Barndorff-Nielsen, O. E., 1991, In: Acta Mechanica. Suppl. 2, p. 23-35Research output: Contribution to journal › Journal article › Research › peer-review
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On the Size Distribution of Sand
Sørensen, Michael, 2016, The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. Podolskij, M., Stelzer, R., Thorbjørnsen, S. & Veraart, A. E. D. (eds.). Springer Science+Business Media, p. 1-13Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
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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
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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
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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
The fascination of sand
Sørensen, Michael, Barndorff-Nielsen, O. E., Blæsild, P. & Jensen, J. L., 1985, A Celebration of Statistics. New York: Springer, p. 57-87Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
The natural exponential family generated by a semimartingale
Sørensen, Michael, 1996, Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics. Shiryaev, A. N. (ed.). Moscow: TVP Science Publishers, p. 177-186Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
An analytic model of wind-blown sand transport
Sørensen, Michael, 1991, In: Acta Mechanica. Suppl. 1, p. 67-81Research output: Contribution to journal › Journal article › Research › peer-review
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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
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Statistical Methods for Stochastic Differential Equations
Sørensen, Michael (ed.), Kessler, M. (ed.) & Lindner, A. (ed.), 2012, CRC Press. 507 p. (Monographs on Statistics and Applied Probability, Vol. 124).Research output: Book/Report › Anthology › Research › peer-review
A statistical model for the streamwise component of a turbulent velocity field
Sørensen, Michael, Barndorff-Nielsen, O. E. & Jensen, J. L., 1993, In: Annales Geophysicae. 11, p. 99-103Research output: Contribution to journal › Journal article › Research › peer-review
A hyperbolic diffusion model for stock prices
Sørensen, Michael & Bibby, B. M., 1997, In: Finance and Stochastics. 1, p. 25-41Research output: Contribution to journal › Journal article › Research › peer-review
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On the rate of aeolian sand transport
Sørensen, Michael, 2001, Actes du 2eme Atelier International. Formation et Migration des Dunes. Moctar, A. O. E. (ed.). <Forlag uden navn>, p. 56-60Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps
Sørensen, Michael, 1989, Markov Processes and Control Theory. Langer, H. & Nollau, V. (eds.). Berlin: Akademie Verlag, p. 229-234Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
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Prediction-based estimating functions
Sørensen, Michael, 2000, In: Econometrics Journal. 3, p. 123-147Research output: Contribution to journal › Journal article › Research › peer-review
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Small-diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael & Uchida, M., 2003, In: Bernoulli. 9 (6), p. 1051 - 1069Research output: Contribution to journal › Journal article › Research › peer-review
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Estimating functions for diffusion-type processes
Sørensen, Michael, 2012, Statistical Methods for Stochastic Differential Equations. Kessler, M., A. L. & Sørensen, M. (eds.). CRC Press, p. 1 - 107 107 p. (Monographs on Statistics and Applied Probability, Vol. 124).Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › 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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