Michael Sørensen

Michael Sørensen

Professor


  1. 2004
  2. Published

    Probabilistic modeling of bed-load composition

    McEwan, I., Sørensen, Michael, Heald, J., Tait, S., Cunningham, G., Goring, D. & Willetts, B., 2004, In: Journal of Hydraulic Engineering (New York). 130, 2, p. 129-139

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 2005
  4. Published

    Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics

    Sørensen, Michael, 2005, In: Statistical Science. 20, p. 344-346

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. 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 journalJournal articleResearchpeer-review

  6. Published

    Contribution to the discussion of the paper "Local model uncertainty and incompletedata bias" by John Copas and Shinto Educhi

    Sørensen, Michael, 2005, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 67, p. 500-501

    Research output: Contribution to journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-review

  8. Published

    Dynamics of Particles in Aeolian Saltation

    Rasmussen, K. R. & Sørensen, Michael, 2005, Powders and Grains 2005. García-Rojo, R., Herrmann, H. J. & McNamara, S. (eds.). A.A. Balkema: <Forlag uden navn>, Vol. 2. p. 967-972

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  9. Published

    On Time-Reversibility and Estimating Functions for Markov Processes

    Kessler, M. & Sørensen, Michael, 2005, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 8, 1, p. 95-107

    Research output: Contribution to journalJournal articleResearchpeer-review

  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 journalJournal articleResearchpeer-review

  11. 2006
  12. Published

    On the Size Distribution of Sand

    Sørensen, Michael, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-11.

    Research output: Working paperResearch

  13. 2007
  14. Published

    Diffusion models for exchange rates in a target zone

    Sørensen, Michael & Larsen, K. S., 2007, In: Mathematical Finance. 17, p. 285 - 306

    Research output: Contribution to journalJournal articleResearchpeer-review

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