Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

Publication year:
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11 - 20 out of 99Page size: 10
  1. 2017
  2. Published

    Likelihood Ratio Tests in Curved Exponential Families with Nuisance Parameters Present Only Under the Alternative [introduction}

    Jakobsen, N. M. & Sørensen, Michael, 2017, Inference, Asymptotics, and Applications: Selected Papers of Ib Michael Skovgaard, with Introductions by his Colleagues. Reid, N. & Martinussen, T. (eds.). World Scientific, p. 301-307

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

  3. 2016
  4. Published

    Ole E. Barndorff-Nielsen’s scientific achievements

    Vedel Jensen, E. B., Podolskij, M., Sørensen, Michael & Thorbjørnsen, S., 2016, The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. Podolskij, M., Stelzer, R., Thorbjørnsen, S. & Veraart, A. E. D. (eds.). Springer, p. xi-xvi

    Research output: Chapter in Book/Report/Conference proceeding › Preface/postscript › Research

  5. Published

    On the Size Distribution of Sand

    Sørensen, Michael, 2016, The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. Podolskij, M., Stelzer, R., Thorbjørnsen, S. & Veraart, A. E. D. (eds.). Springer Science+Business Media, p. 1-13

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

  6. Published

    Simulation of multivariate diffusion bridges

    Bladt, M., Finch, S. T. J. & Sørensen, Michael, 2016, In: Journal of the Royal Statistical Society, Series B (Statistical Methodology). 78, 2, p. 343–369

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

  7. 2014
  8. Published

    A transformation approach to modeling multi-modal diffusions

    Forman, Julie Lyng & Sørensen, Michael, 2014, In: Journal of Statistical Planning and Inference. 146, p. 56-69

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

  9. Published

    Editorial to: Six papers on Dynamic Statistical Models: Special issue of Scandinavian Journal of Statistics, 41(1), 22, 2014

    Ditlevsen, Susanne (ed.), Scheike, Thomas (ed.) & Sørensen, Michael (ed.), 2014, In: Scandinavian Journal of Statistics. 41, 1

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

  10. Published

    Simple simulation of diffusion bridges with application to likelihood inference for diffusions

    Bladt, M. & Sørensen, Michael, 2014, In: Bernoulli. 20, 2, p. 645-675

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

  11. 2013
  12. 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 journal › Journal article › Research › peer-review

  13. 2012
  14. 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

  15. 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/Report › Anthology › Research › peer-review

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