Concepedia

Michael Sørensen

MS

Statistics

Publications

48

Citations

3.2K

H-Index

32

Active since

1983

Affiliations

University of Copenhagen(Current)

Aarhus University

Humboldt-Universität zu Berlin

Universidad Nacional Autónoma de México

Michael Sørensen is an author at University of Copenhagen specializing in stochastic processes, stochastic modeling, and diffusion processes.

ORCID

Publications per year

1983–2017

48

Publications

48

Martingale Estimation Functions for Discretely Observed Diffusion Processes

Bo Martin Bibby, Michael Sørensen, Michael Sørensen · Bernoulli · 1995 · 353 citations

, , +16

Estimating Equations Based on Eigenfunctions for a Discretely Observed Diffusion Process

Mathieu Kessler, Michael Sørensen, Michael Sørensen · Bernoulli · 1999 · 188 citations

, , +16

The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes

Julie Lyng Forman, Michael Sørensen · Scandinavian Journal of Statistics · 2008 · 184 citations

, , +17

On the rate of aeolian sand transport

Michael Sørensen · Geomorphology · 2004 · 168 citations

, , +10

Statistical Inference for Discretely Observed Markov Jump Processes

Mogens Bladt, Michael Sørensen · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 158 citations

, , +16

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