Michael Sørensen

Michael Sørensen

Professor

ORCID: 0000-0001-7233-5377

Publication year:
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51 - 75 out of 99Page size: 25
  1. 2001
  2. Published

    Simplified estimating functions for diffusion models with a high-dimensional parameter

    Bibby, B. M. & Sørensen, Michael, 2001, In: Scandinavian Journal of Statistics. 28, 1, p. 99-112 14 p.

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

  3. 2000
  4. Published

    Prediction-based estimating functions

    Sørensen, Michael, 2000, In: Econometrics Journal. 3, p. 123-147

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

  5. 1999
  6. Published

    A note on limit theorems for multivariate martingales

    Küchler, U. & Sørensen, Michael, 1999, In: Bernoulli. 5, 3, p. 483-493 11 p.

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

  7. Published

    Aeolian Mass Transport near the Saltation Threshold

    Rasmussen, K. R. & Sørensen, Michael, 1999, In: Earth Surface Processes and Landforms. 24, 5, p. 413-422

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

  8. Published

    Estimating equations based on eigenfunctions for a discretely observed diffusion process

    Kessler, M. & Sørensen, Michael, 1999, In: Bernoulli. 5, 2, p. 299-314

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

  9. Published

    On asymptotics of estimating functions

    Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136

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

  10. 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 journal › Journal article › Research › peer-review

  11. 1998

  12. On Exponential Families of Markov Processes

    Küchler, U. & Sørensen, Michael, 1998, In: Journal of Statistical Planning and Inference. 66, 1, p. 3-19

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

  13. Published

    On comparison of stopping times in sequential procedures for exponential families of stochastic processes.

    Sørensen, Michael, 1998, In: Scandinavian Journal of Statistics. 25, 2, p. 331-343

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

  14. 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 journal › Journal article › Research › peer-review

  15. 1997

  16. A hyperbolic diffusion model for stock prices

    Sørensen, Michael & Bibby, B. M., 1997, In: Finance and Stochastics. 1, p. 25-41

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

  17. Published

    Estimating functions for discretely observed diffusions: A review.

    Sørensen, Michael, 1997, Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. Basawa, I. W., Godambe, V. P. & Taylor, R. L. (eds.). Hayward, California: Institute of Mathematical Statistics, Vol. 32. p. 305-325

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

  18. Published

    Exponential Families of Stochastic Processes

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

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

  19. On the effect of time variability of the wind on rates of aeolian sand transport

    Sørensen, Michael, 1997, In: Aarhus Geoscience. 7, p. 73-77

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

  20. 1996

  21. A semimartingale approach to some problems in risk theory

    Sørensen, Michael, 1996, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 26, p. 15-23

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

  22. 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. 61-74

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

  23. On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes

    KLOEDEN, P. E., PLATEN, E., SCHURZ, H. & Sørensen, Michael, 1996, In: Journal of Applied Probability. 33, 4, p. 1061-1076

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

  24. On estimation for discretely observed diffusions: A review

    Sørensen, Michael & Bibby, B. M., 1996, In: Theory of Stochastic Processes. 2, p. 49-56

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

  25. On the effect of mid-air collisions on aeolian saltation

    Sørensen, Michael & McEwan, I., 1996, In: Sedimentology. 43, 1½, p. 66-76

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

  26. The natural exponential family generated by a semimartingale

    Sørensen, Michael, 1996, Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics. Shiryaev, A. N. (ed.). Moscow: TVP Science Publishers, p. 177-186

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

  27. 1995

  28. Martingale estimating functions for discretely observed diffusion processes

    Sørensen, Michael & Bibby, B. M., 1995, In: Bernoulli. 1, p. 17-39

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

  29. 1994

  30. A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes

    Barndorff-Nielsen, O. & Sørensen, Michael, 1994, In: International Statistical Review. 62, 1, p. 133-165

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

  31. 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

  32. 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

  33. 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 journal › Journal article › Research › peer-review

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