Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 2001
- Published
On the rate of aeolian sand transport
Sørensen, Michael, 2001, Actes du 2eme Atelier International. Formation et Migration des Dunes. Moctar, A. O. E. (ed.). <Forlag uden navn>, p. 56-60Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 2000
- Published
Prediction-based estimating functions
Sørensen, Michael, 2000, In: Econometrics Journal. 3, p. 123-147Research output: Contribution to journal › Journal article › Research › peer-review
- 1999
- Published
Estimating equations based on eigenfunctions for a discretely observed diffusion process
Kessler, M. & Sørensen, Michael, 1999, In: Bernoulli. 5, 2, p. 299-314Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Stock returns and hyperbolic distributions
Küchler, U., Neumann, K., Sørensen, Michael & Streller, A., 1999, In: Mathematical and Computer Modelling. 29, 10-12, p. 1-15Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Aeolian Mass Transport near the Saltation Threshold
Rasmussen, K. R. & Sørensen, Michael, 1999, In: Earth Surface Processes and Landforms. 24, 5, p. 413-422Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On asymptotics of estimating functions
Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136Research output: Contribution to journal › Journal article › Research › peer-review
- 1998
- 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. 989-1007Research output: Contribution to journal › Journal article › Research › peer-review
On Exponential Families of Markov Processes
Küchler, U. & Sørensen, Michael, 1998, In: Journal of Statistical Planning and Inference. 66, 1, p. 3-19Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 331-343Research output: Contribution to journal › Journal article › Research › peer-review
- 1997
A hyperbolic diffusion model for stock prices
Sørensen, Michael & Bibby, B. M., 1997, In: Finance and Stochastics. 1, p. 25-41Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 305-325Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Exponential Families of Stochastic Processes
Sørensen, Michael & Küchler, U., 1997, New York: Springer. 322 p.Research output: Book/Report › Book › Research › peer-review
On the effect of time variability of the wind on rates of aeolian sand transport
Sørensen, Michael, 1997, In: Aarhus Geoscience. 7, p. 73-77Research output: Contribution to journal › Journal article › Research › peer-review
- 1996
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. 1061-1076Research output: Contribution to journal › Journal article › Research › peer-review
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. 61-74Research output: Contribution to journal › Journal article › Research › peer-review
A semimartingale approach to some problems in risk theory
Sørensen, Michael, 1996, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 26, p. 15-23Research output: Contribution to journal › Journal article › Research › peer-review
On estimation for discretely observed diffusions: A review
Sørensen, Michael & Bibby, B. M., 1996, In: Theory of Stochastic Processes. 2, p. 49-56Research output: Contribution to journal › Journal article › Research › peer-review
On the effect of mid-air collisions on aeolian saltation
Sørensen, Michael & McEwan, I., 1996, In: Sedimentology. 43, 1½, p. 66-76Research output: Contribution to journal › Journal article › Research › peer-review
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. 177-186Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- 1995
Martingale estimating functions for discretely observed diffusion processes
Sørensen, Michael & Bibby, B. M., 1995, In: Bernoulli. 1, p. 17-39Research output: Contribution to journal › Journal article › Research › peer-review
- 1994
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. 133-165Research output: Contribution to journal › Journal article › Research › peer-review
Exponential Families of Stochastic Processes with Time-Continuous Likelihood Functions
Küchler, U. & Sørensen, Michael, 1994, In: Scandinavian Journal of Statistics. 21, 4, p. 421-431Research output: Contribution to journal › Journal article › Research › peer-review
Exponential families of stochastic processes and Lévy processes
Küchler, U. & Sørensen, Michael, 1994, In: Journal of Statistical Planning and Inference. 39, 2, p. 211-237Research output: Contribution to journal › Journal article › Research › peer-review
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. 1-19Research output: Contribution to journal › Journal article › Research › peer-review
- 1993
A statistical model for the streamwise component of a turbulent velocity field
Sørensen, Michael, Barndorff-Nielsen, O. E. & Jensen, J. L., 1993, In: Annales Geophysicae. 11, p. 99-103Research output: Contribution to journal › Journal article › Research › peer-review
Stochastic Models of Sand Transport by Wind and Two Related Estimation Problems
Sørensen, Michael, 1993, In: International Statistical Review. 61, 2, p. 245-255Research output: Contribution to journal › Journal article › Research › peer-review
- 1991
Information quantities in non-classical settings
Barndorff-Nielsen, O. & Sørensen, Michael, 1991, In: Computational Statistics & Data Analysis. 12, 2, p. 143-158Research output: Contribution to journal › Journal article › Research › peer-review
A review of recent progress in our understanding of aeolian sediment transport
Sørensen, Michael, Anderson, R. S. & Willetts, B. B., 1991, In: Acta Mechanica. Suppl. 1 , p. 1-19Research output: Contribution to journal › Journal article › Research › peer-review
An analytic model of wind-blown sand transport
Sørensen, Michael, 1991, In: Acta Mechanica. Suppl. 1, p. 67-81Research output: Contribution to journal › Journal article › Research › peer-review
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. 67-105Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
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. 64-75Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
On the temporal-spatial variation of sediment size distributions
Sørensen, Michael & Barndorff-Nielsen, O. E., 1991, In: Acta Mechanica. Suppl. 2, p. 23-35Research output: Contribution to journal › Journal article › Research › peer-review
- 1990
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. 439-455Research output: Contribution to journal › Journal article › Research › peer-review
On quasi likelihood for semimartingales
Sørensen, Michael, 1990, In: Stochastic Processes and Their Applications. 35, 2, p. 331-346Research output: Contribution to journal › Journal article › Research › peer-review
- 1989
Wind shear and hyperbolic distributions
Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1989, In: Boundary-Layer Meteorology. 49, 4, p. 417-431Research output: Contribution to journal › Journal article › Research › peer-review
Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
Küchler, U. & Sørensen, Michael, 1989, In: International Statistical Review. 57, 2, p. 123-144Research output: Contribution to journal › Journal article › Research › peer-review
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. 229-234Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
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. 469-479Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- 1988
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. 42-43Research output: Contribution to journal › Journal article › Research › peer-review
- 1986
Estimation of some aeolian saltation transport parameters: a re-analysis of Williams' data
Jensen, J. L. & Sørensen, Michael, 1986, In: Sedimentology. 33, 4, p. 547-558Research output: Contribution to journal › Journal article › Research › peer-review
Classes of diffusion-type processes with a sufficient reduction
Sørensen, Michael, 1986, In: Statistics. 17, p. 585-596Research output: Contribution to journal › Journal article › Research › peer-review
On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
Sørensen, Michael, 1986, In: International Statistical Review. 54, 2, p. 191-210Research output: Contribution to journal › Journal article › Research › peer-review
- 1985
The fascination of sand
Sørensen, Michael, Barndorff-Nielsen, O. E., Blæsild, P. & Jensen, J. L., 1985, A Celebration of Statistics. New York: Springer, p. 57-87Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
The usefulness of tests for multivariate normality in physical anthropology
Sørensen, Michael & Boldsen, J., 1985, In: Ossa : international journal of skeletal research. 9-11, p. 13-28Research output: Contribution to journal › Journal article › Research › peer-review
- 1983
On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes
Sørensen, Michael, 1983, In: International Statistical Review. 51, 1, p. 93-110Research output: Contribution to journal › Journal article › Research › peer-review
- 1982
Normal variance-mean mixtures and z-distributions
Barndorff-Nielsen, O., Kent, J. & Sørensen, Michael, 1982, In: International Statistical Review. 50, 2, p. 145-159Research output: Contribution to journal › Journal article › Research › peer-review
On the mathematical modelling of aeolian saltation
Sørensen, Michael, Barndorff-Nielsen, O. E. & Jensen, J. L., 1982, Mechanics of Sediment Transport. Sumer, B. M. & Müller, A. (eds.). Rotterdam: Balkema Publishers, p. 65-72Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
On the relation between size and distance travelled for wind driven sand grains - results and discussion of a pilot experiment using coloured sand.
Sørensen, Michael, Barndorff-Nielsen, O. & Jensen, J. L., 1982, Mechanics of Sediment Transport. Sumer, B. M. & Müller, A. (eds.). Rotterdam: Balkema Publishers, p. 55-64Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
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A Generative Angular Model of Protein Structure Evolution
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A review of asymptotic theory of estimating functions
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