Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
- 1991
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
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
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
- 1989
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
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
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
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
- 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
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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