Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

Publication year:
All
71 - 80 out of 99Page size: 10
  1. 2008
  2. 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

  3. Published

    The vertical variation of particle speed and flux density inaeolian saltation: measurement and modeling

    Sørensen, Michael & Rasmussen, K. R., 2008, In: Journal of Geophysical Research - Oceans. 113

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. 2009
  5. Published

    Parametric inference for discretely sampled stochastic differential equations

    Sørensen, Michael, 2009, Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J-P. & Mikosch, T. (eds.). Heidelberg: Springer, p. 531 - 553 23 p.

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  6. Published

     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

  7. Published

     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

  8. 2010
  9. Published

    Estimating functions for discretely sampled diffusion-type models

    Sørensen, Michael, Jacobsen, Martin & Bibby, B. M., 2010, Handbook of Financial Econometrics. Ait-Sahalia, Y. & Hansen, L. P. (eds.). Oxford: North-Holland, Vol. 1. p. 203 - 268

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  10. Published

     A simple estimator for discrete-time samples from affine stochastic delay differential equations

    Sørensen, Michael, 2010, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 13, p. 125-132 8 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. Published

     Maximum likelihood estimation for integrated diffusion processes

    Sørensen, Michael & Baltazar-Larios, F., 2010, Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. Chiarella, C. & Novikov, A. (eds.). Springer Science+Business Media, p. 407-423

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  12. 2011
  13. Published

    Prediction-based estimating functions: Review and new developments

    Sørensen, Michael, 2011, In: Brazilian Journal of Probability and Statistics. 25, 3, p. 362-391

    Research output: Contribution to journal › Journal article › Research › peer-review

  14. 2012
  15. Published

    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

Previous 1...4 5 6 7 8 9 10 Next

ID: 5251