Concepedia
Statistics
Publications
48
Citations
3.1K
H-Index
31
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 engineering, statistics, and stochastic processes.
Top concepts
EngineeringStatisticsProbabilityStochastic ProcessesStatistical InferenceEstimation TheoryStochastic CalculusStochastic AnalysisFinanceEarth Science
Publications per year
1983–2017
Martingale Estimation Functions for Discretely Observed Diffusion Processes
Bo Martin Bibby, Michael Sørensen, Michael Sørensen · Bernoulli · 1995 · 347 citations
Martingale Estimation Functions, Underlying Diffusion, Engineering +10
Estimating Equations Based on Eigenfunctions for a Discretely Observed Diffusion Process
Mathieu Kessler, Michael Sørensen, Michael Sørensen · Bernoulli · 1999 · 186 citations
Numerical Analysis, Engineering, Martingale Property +11
The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
Julie Lyng Forman, Michael Sørensen · Scandinavian Journal of Statistics · 2008 · 173 citations
Volatility Modeling, Engineering, Stochastic Analysis +20
On the rate of aeolian sand transport
Michael Sørensen · Geomorphology · 2004 · 165 citations
Aeolian Process, Earth Science, Engineering +4
Statistical Inference for Discretely Observed Markov Jump Processes
Mogens Bladt, Michael Sørensen · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 153 citations
Stochastic Hybrid System, Markov Chains, Engineering +11
1–5 of 48