Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-7233-5377
1 - 4 out of 4Page size: 10
- 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
ID: 5251
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210
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Efficient estimation for diffusions sampled at high frequency over a fixed time interval
Research output: Contribution to journal › Journal article › Research › peer-review
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143
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A Generative Angular Model of Protein Structure Evolution
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
129
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A review of asymptotic theory of estimating functions
Research output: Contribution to journal › Journal article › Research › peer-review
Published