Michael Sørensen
Michael Sørensen
Professor i matematisk statistik, Københavns Universitet
Verified email at math.ku.dk - Homepage
Title
Cited by
Cited by
Year
Martingale estimation functions for discretely observed diffusion processes
BM Bibby, M Sørensen
Bernoulli, 17-39, 1995
4921995
Normal variance-mean mixtures and z distributions
O Barndorff-Nielsen, J Kent, M Sørensen
International Statistical Review/Revue Internationale de Statistique, 145-159, 1982
4081982
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
2511991
Estimating equations based on eigenfunctions for a discretely observed diffusion process
M Kessler, M Sørensen
Bernoulli 5 (2), 299-314, 1999
2491999
Exponential families of stochastic processes
U Küchler, M Sorensen
Springer Science & Business Media, 2006
2372006
Hyperbolic processes in finance
BM Bibby, M Sørensen
Handbook of heavy tailed distributions in finance, 211-248, 2003
2002003
An analytic model of wind-blown sand transport
M Sørensen
Aeolian Grain Transport 1, 67-81, 1991
1911991
A hyperbolic diffusion model for stock prices
BM Bibby, M Sørensen
Finance and Stochastics 1 (1), 25-41, 1996
1781996
Statistical inference for discretely observed Markov jump processes
M Bladt, M Sørensen
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2005
1722005
Diffusion-type models with given marginal distribution and autocorrelation function
BM Bibby, IM Skovgaard, M Sørensen
Bernoulli 11 (2), 191-220, 2005
1722005
The Pearson diffusions: A class of statistically tractable diffusion processes
JL Forman, M Sørensen
Scandinavian Journal of Statistics 35 (3), 438-465, 2008
1592008
Prediction‐based estimating functions
M Sørensen
The Econometrics Journal 3 (2), 123-147, 2000
1582000
On the rate of aeolian sand transport
M Sørensen
Geomorphology 59 (1-4), 53-62, 2004
1332004
Estimating functions for discretely sampled diffusion-type models
BM Bibby, M Jacobsen, M Sørensen
Handbook of financial econometrics: Tools and Techniques, 203-268, 2010
1222010
Some stationary processes in discrete and continuous time
OE Barndorff-Nielsen, JL Jensen, M Sørensen
Advances in Applied Probability, 989-1007, 1998
1131998
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
1111985
Estimating functions for discretely observed diffusions: A review
M Sørensen
Lecture Notes-Monograph Series, 305-325, 1997
1091997
Diffusion models for exchange rates in a target zone
KS Larsen, M Sørensen
Mathematical Finance 17 (2), 285-306, 2007
1082007
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
992008
Likelihood methods for diffusions with jumps
M Sorensen
Statistical inference in stochastic processes, 1991
981991
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