Michael Sørensen
Københavns Universitet
H-index: 44
Europe-Denmark
Top articles of Michael Sørensen
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Simulation of multivariate diffusion bridges (vol 78, pg 343, 2016) | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | Mogens Bladt Samuel Finch Michael Sorensen | 2022/9/1 |
Ole Eiler Barndorff-Nielsen, 1935-2022 | Steffen Lauritzen Michael Sørensen | 2022/10 | |
Corrigendum to ‘Simulation of multivariate diffusion bridges’ | Journal of the Royal Statistical Society Series B: Statistical Methodology | Mogens Bladt Samuel Finch Michael Sørensen | 2022/9 |
Prediction-based estimation for diffusion models with high-frequency data | Japanese Journal of Statistics and Data Science | Emil S Jørgensen Michael Sørensen | 2021/7 |
Corrigendum to “Simple simulation of diffusion bridges with application to likelihood inference for diffusions” | Mogens Bladt Marcin Mider Michael Sørensen | 2021/2/1 | |
Likelihood methods for diffusions with jumps | Michael Sørensen | 2020/8/13 | |
On the mathematical modeling of aeolian saltation | Jens Ledet Jensen Michael SØrensen | 2020/8/26 | |
On the relation between size and distance travelled for wind-driven sand grains—Results and discussion of a pilot experiment using coloured sand | Ole Barndorff-Nielsen Jens Ledet Jensen Michael Sørensen | 2020/8/26 |
Co-Authors
