Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 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
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
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
ID: 5251
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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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