Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- Published
Aeolian Mass Transport near the Saltation Threshold
Rasmussen, K. R. & Sørensen, Michael, 1999, In: Earth Surface Processes and Landforms. 24, 5, p. 413-422Research output: Contribution to journal › Journal article › 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
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
- Published
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
- 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. 502-503Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 500-501Research output: Contribution to journal › Journal article › Research › peer-review
Curved exponential families of stochastic processes and their envelope families
Küchler, U. & Sørensen, Michael, 1996, In: Annals of the Institute of Statistical Mathematics. 48, 1, p. 61-74Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Diffusion Processes
Sørensen, Michael, 2004, Encyclopedia of Actuarial Science. Wiley, Vol. 1. p. 523-527Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
- Published
Diffusion models for exchange rates in a target zone
Sørensen, Michael & Larsen, K. S., 2007, In: Mathematical Finance. 17, p. 285 - 306Research output: Contribution to journal › Journal article › Research › peer-review
- 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
ID: 5251
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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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