Michael Sørensen

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Keld RasmussenGeoscience, Aarhus UniversityVerified email at geo.au.dk
Mathieu KesslerProfessor of Statistics, Universidad Politécnica de CartagenaVerified email at upct.es
Julie FormanLektor i biostatistik, Københavns UniversitetVerified email at sund.ku.dk
Susanne DitlevsenProfessor of Statistics and Stochastic Models in Biology, University of CopenhagenVerified email at math.ku.dk
Robert S. AndersonProfessor of Geological SciencesVerified email at colorado.edu
Peter KloedenAffiliated Professor of Mathematics, Auburn UniversityVerified email at math.uni-frankfurt.de
Bent Jesper ChristensenProfessor of Economics, Aarhus UniversityVerified email at econ.au.dk
Eduardo García PortuguésAssistant Professor at Carlos III University of MadridVerified email at est-econ.uc3m.es
Thomas HamelryckBioinformatics center, University of CopenhagenVerified email at binf.ku.dk
Kanti MardiaSENIOR RESARCH PROFESSOR ,UNIVERSITY OF LEEDS AND UNIVERSITY OF OXFORDVerified email at leeds.ac.uk
Jesper MøllerProfessor in Statistics, Aalborg UniversityVerified email at math.aau.dk
Haim TsoarProfessor, Ben Gurion UniversityVerified email at bgu.ac.il
Nina Munkholt JakobsenVerified email at jakobsen.vg
Michael GoldenStudent, University of OxfordVerified email at zoo.ox.ac.uk
Jotun HeinUniversity of OxfordVerified email at stats.ox.ac.uk
Jes SøgaardInstitute of Clinical Research, University of Southern DenmarkVerified email at health.sdu.dk
Rolf PoulsenProfessor of Mathematical Finance, University of CopenhagenVerified email at math.ku.dk
Marianne HuebnerMichigan State UniversityVerified email at msu.edu
Paul JenkinsDepartments of Statistics & Computer Science, University of WarwickVerified email at warwick.ac.uk
Murray PollockNewcastle UniversityVerified email at newcastle.ac.uk

Michael Sørensen

Professor i matematisk statistik, Københavns Universitet

Verified email at math.ku.dk - Homepage

statististical inference for stokastic processes


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Martingale estimation functions for discretely observed diffusion processes BM Bibby, M Sørensen Bernoulli, 17-39, 1995	499	1995
Normal variance-mean mixtures and z distributions O Barndorff-Nielsen, J Kent, M Sørensen International Statistical Review/Revue Internationale de Statistique, 145-159, 1982	419	1982
A review of recent progress in our understanding of aeolian sediment transport RS Anderson, M Sørensen, BB Willetts Aeolian Grain Transport 1, 1-19, 1991	255	1991
Estimating equations based on eigenfunctions for a discretely observed diffusion process M Kessler, M Sørensen Bernoulli 5 (2), 299-314, 1999	246	1999
Exponential families of stochastic processes U Küchler, M Sorensen Springer Science & Business Media, 2006	244	2006
Hyperbolic processes in finance BM Bibby, M Sørensen Handbook of heavy tailed distributions in finance, 211-248, 2003	201	2003
An analytic model of wind-blown sand transport M Sørensen Aeolian Grain Transport 1, 67-81, 1991	198	1991
A hyperbolic diffusion model for stock prices BM Bibby, M Sørensen Finance and Stochastics 1 (1), 25-41, 1996	185	1996
Statistical inference for discretely observed Markov jump processes M Bladt, M Sørensen Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2005	180	2005
Diffusion-type models with given marginal distribution and autocorrelation function BM Bibby, IM Skovgaard, M Sørensen Bernoulli 11 (2), 191-220, 2005	172	2005
The Pearson diffusions: A class of statistically tractable diffusion processes JL Forman, M Sørensen Scandinavian Journal of Statistics 35 (3), 438-465, 2008	163	2008
Prediction‐based estimating functions M Sørensen The Econometrics Journal 3 (2), 123-147, 2000	159	2000
On the rate of aeolian sand transport M Sørensen Geomorphology 59 (1-4), 53-62, 2004	139	2004
Estimating functions for discretely sampled diffusion-type models BM Bibby, M Jacobsen, M Sørensen Handbook of financial econometrics: Tools and Techniques, 203-268, 2010	124	2010
Some stationary processes in discrete and continuous time OE Barndorff-Nielsen, JL Jensen, M Sørensen Advances in Applied Probability, 989-1007, 1998	117	1998
Diffusion models for exchange rates in a target zone KS Larsen, M Sørensen Mathematical Finance 17 (2), 285-306, 2007	110	2007
Estimating functions for discretely observed diffusions: A review M Sørensen Lecture Notes-Monograph Series, 305-325, 1997	107	1997
Estimation of some aeolian saltation transport parameters from transport rate profiles M Sørensen Proceedings of International Workshop on the Physics of Blown Sand 1, 141-190, 1985	105	1985
Vertical variation of particle speed and flux density in aeolian saltation: Measurement and modeling KR Rasmussen, M Sørensen Journal of geophysical research: earth surface 113 (F2), 2008	99	2008
Likelihood methods for diffusions with jumps M Sorensen Statistical inference in stochastic processes, 1991	99	1991

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