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MaPhySto
The Danish National Research Foundation:
Network in Mathematical Physics and Stochastics



Funded by The Danish National Research Foundation

Michael Sørensen

MS

Michael Sørensen (MS) got his PhD in statistics from the University of Aarhus in 1986. He was an assistant professor at the University of Aarhus 1986 - 1990 and an associate professor at the same university 1990 - 1997. Since 1997 he has been professor of mathematical statistics at the University of Copenhagen. He has been visiting professor for short periods at the Humboldt-University of Berlin and the University of Chicago. During 1996 - 1999 he was scientific director of Centre for Analytical Finance at the University of Aarhus, chairman of the European Regional Committee of the Bernoulli Society 2000 - 2002, and has been scientific coordinator of the EU research training network Statistical Methods for Dynamical Stochastic Models 2000 - 2004. He has been on the editorial board of several scientific journals, at the moment Stochastic Processes and their Applications, Statistical Inference for Stochastic Processes, and Brazilian Journal of Probability and Statistics. Over the years he has been involved in the organization of numerous scientific meetings, including the European Meeting of Statisticians in Aarhus in 1995.

Personal Curiculum Vitae

Research Field

MS has worked in several areas of statistics including exponential families of stochastic processes (on which he has written a research monograph jointly with Uwe Kuecher), statistical inference for stochastic differential equation models, and stochastic models and inference problems in the physics of wind blown sand and finance. The most interesting results in recent years are on spectral methods in estimation for stochastic differential equation models, prediction-based estimating functions, models built from diffusion processes with linear drift, and a formula for the transport rate of sand in wind.

Publications

Email address:
Personal homepage: http://www.math.ku.dk/~michael/
Address: Department of Applied Mathematics and Statistics, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen, DENMARK