Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

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  1. Published

    Estimation for Discretely observed Diffusions using Transform Functions

    Kelly, L., Platen, E. & Sørensen, Michael, 2004, In: Journal of Applied Probability. 41A, p. 99-118

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

  2. Estimation of some aeolian saltation transport parameters: a re-analysis of Williams' data

    Jensen, J. L. & Sørensen, Michael, 1986, In: Sedimentology. 33, 4, p. 547-558

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

  3. Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach

    Küchler, U. & Sørensen, Michael, 1989, In: International Statistical Review. 57, 2, p. 123-144

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

  4. Published

    Exponential Families of Stochastic Processes

    Sørensen, Michael & Küchler, U., 1997, New York: Springer. 322 p.

    Research output: Book/Report › Book › Research › peer-review

  5. Exponential Families of Stochastic Processes with Time-Continuous Likelihood Functions

    Küchler, U. & Sørensen, Michael, 1994, In: Scandinavian Journal of Statistics. 21, 4, p. 421-431

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

  6. Exponential families of stochastic processes and Lévy processes

    Küchler, U. & Sørensen, Michael, 1994, In: Journal of Statistical Planning and Inference. 39, 2, p. 211-237

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

  7. 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

  8. 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

  9. 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

  10. 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

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