Department of Mathematical Sciences

Michael Sørensen

Michael Sørensen

Professor

Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- michael@math.ku.dk
- https://www.math.ku.dk/~michael
- https://www.math.ku.dk/~michael
Phone: +4535330402Mobile: +4524493455

ORCID: 0000-0001-7233-5377

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1996
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

ID: 5251

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207 downloads
Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Research output: Contribution to journal › Journal article › Research › peer-review
Published
141 downloads
A Generative Angular Model of Protein Structure Evolution
Research output: Contribution to journal › Journal article › Research › peer-review
Published
125 downloads
A review of asymptotic theory of estimating functions
Research output: Contribution to journal › Journal article › Research › peer-review
Published