Michael Sørensen

Michael Sørensen

Professor


  1. Some asymptotic properties of quasi likelihood estimators for semimartingales

    Sørensen, Michael, 1989, Proceedings of the Fourth Prague Symposium on Asymptotic Statistics. Mandel, P. & Husková, M. (eds.). Prague: Charles University, p. 469-479

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

  2. Published

    Some stationary processes in discretely and continuous time

    Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1998, In: Advances in Applied Probability. 30, p. 989-1007

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Statistical Analysis of a Spatial Birth-and-Death Process Model with a View to Modelling Linear Dune Fields

    Møller, J. .. & Sørensen, Michael, 1994, In: Scandinavian Journal of Statistics. 21, 1, p. 1-19

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    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/ReportAnthologyResearchpeer-review

  5. Published

    Statistical inference for discrete-time samples from affine stochastic delay differential equations

    Küchler, U. & Sørensen, Michael, 2013, In: Bernoulli. 19, 2, p. 409 - 425

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. 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

  7. Stochastic Models of Sand Transport by Wind and Two Related Estimation Problems

    Sørensen, Michael, 1993, In: International Statistical Review. 61, 2, p. 245-255

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Stock returns and hyperbolic distributions

    Küchler, U., Neumann, K., Sørensen, Michael & Streller, A., 1999, In: Mathematical and Computer Modelling. 29, 10-12, p. 1-15

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. 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 journalJournal articleResearchpeer-review

  10. The fascination of sand

    Sørensen, Michael, Barndorff-Nielsen, O. E., Blæsild, P. & Jensen, J. L., 1985, A Celebration of Statistics. New York: Springer, p. 57-87

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

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