Michael Sørensen

Michael Sørensen

Professor


  1. 1991
  2. Likelihood methods for diffusions with jumps

    Sørensen, Michael, 1991, Statistical Inference in Stochastic Processes. Prabhu, N. U. & Basawa, I. V. (eds.). New York: Marcel Dekker, p. 67-105

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

  3. Methodology of sieving small samples and calibration of sieve sets

    Sørensen, Michael, Dalsgaard, K. & Jensen, J. L., 1991, Principles, Methods, and Application of Particle Size Analysis. Syvitsky, J. P. M. (ed.). Cambridge: Cambridge University Press, p. 64-75

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

  4. On the temporal-spatial variation of sediment size distributions

    Sørensen, Michael & Barndorff-Nielsen, O. E., 1991, In: Acta Mechanica. Suppl. 2, p. 23-35

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. 1990
  6. On quasi likelihood for semimartingales

    Sørensen, Michael, 1990, In: Stochastic Processes and Their Applications. 35, 2, p. 331-346

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Parametric Modelling of Turbulence

    Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1990, In: PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL AND PHYSICAL SCIENCES. 332, 1627, p. 439-455

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. 1989
  9. A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps

    Sørensen, Michael, 1989, Markov Processes and Control Theory. Langer, H. & Nollau, V. (eds.). Berlin: Akademie Verlag, p. 229-234

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

  10. 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 journalJournal articleResearchpeer-review

  11. 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

  12. Wind shear and hyperbolic distributions

    Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1989, In: Boundary-Layer Meteorology. 49, 4, p. 417-431

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. 1988
  14. On the Incubation Time Distribution and the Danish AIDS Data

    Boldsen, J. L., Jensen, J. L., Søgaard, J. & Sørensen, Michael, 1988, In: Journal of the Royal Statistical Society - Series A. 151, 1, p. 42-43

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 5251