Michael Sørensen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-7233-5377
1 - 2 out of 2Page size: 10
- 2021
- Published
Prediction-based estimation for diffusion models with high-frequency data
Jorgensen, E. S. & Sørensen, Michael, 2021, In: Japanese Journal of Statistics and Data Science. 4, 1, p. 483-511Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Simulation of diffusion bridges and estimation for stochastic differential equatio
Sørensen, Michael, 2021, Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting). Mathematisches Forschungsinstitut Oberwolfach, p. 8-9 (Oberwolfach Reports; No. 48, Vol. 2021).Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research
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
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129
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A review of asymptotic theory of estimating functions
Research output: Contribution to journal › Journal article › Research › peer-review
Published