Martingale estimation functions for discretely observed diffusion processes BM Bibby, M Sørensen Bernoulli, 17-39, 1995 | 569 | 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 | 521 | 1982 |
Estimating equations based on eigenfunctions for a discretely observed diffusion process M Kessler, M Sørensen | 296 | 1999 |
A review of recent progress in our understanding of aeolian sediment transport RS Anderson, M Sørensen, BB Willetts Aeolian Grain Transport 1: Mechanics, 1-19, 1991 | 292 | 1991 |
Exponential families of stochastic processes U Küchler, M Sørensen Springer Science & Business Media, 1997 | 270 | 1997 |
Hyperbolic processes in finance BM Bibby, M Sørensen Handbook of heavy tailed distributions in finance, 211-248, 2003 | 237 | 2003 |
The Pearson diffusions: A class of statistically tractable diffusion processes JL Forman, M Sørensen Scandinavian Journal of Statistics 35 (3), 438-465, 2008 | 223 | 2008 |
Statistical inference for discretely observed Markov jump processes M Bladt, M Sørensen Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2005 | 222 | 2005 |
An analytic model of wind-blown sand transport M Sørensen Aeolian Grain Transport 1: Mechanics, 67-81, 1991 | 215 | 1991 |
Diffusion-type models with given marginal distribution and autocorrelation function BM Bibby, IM Skovgaard, M Sørensen Bernoulli 11 (2), 191-220, 2005 | 208 | 2005 |
A hyperbolic diffusion model for stock prices BM Bibby, M Sørensen Finance and Stochastics 1, 25-41, 1996 | 193 | 1996 |
On the rate of aeolian sand transport M Sørensen Geomorphology 59 (1-4), 53-62, 2004 | 186 | 2004 |
Prediction‐based estimating functions M Sørensen The Econometrics Journal 3 (2), 123-147, 2000 | 167 | 2000 |
Estimating functions for discretely sampled diffusion-type models BM Bibby, M Jacobsen, M Sørensen Handbook of financial econometrics: Tools and techniques, 203-268, 2010 | 150 | 2010 |
Some stationary processes in discrete and continuous time OE Barndorff-Nielsen, JL Jensen, M Sørensen Advances in Applied Probability 30 (4), 989-1007, 1998 | 138 | 1998 |
Diffusion models for exchange rates in a target zone KS Larsen, M Sørensen Mathematical Finance 17 (2), 285-306, 2007 | 125 | 2007 |
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 | 124 | 2008 |
Estimating functions for discretely observed diffusions: A review M Sørensen Lecture Notes-Monograph Series, 305-325, 1997 | 117 | 1997 |
Estimation of some aeolian saltation transport parameters from transport rate profiles M Sørensen Proceedings of the international workshop on the physics of blown sand 8 …, 1985 | 116 | 1985 |
Statistical methods for stochastic differential equations M Kessler, A Lindner, M Sørensen Monographs on Statistics and Applied Probability 124, 7-12, 2012 | 109 | 2012 |