Michael Sørensen
Michael Sørensen obtained his PhD in statistics from Aarhus University in 1986, and since 1997 he has been a professor of mathematical statistics at the University of Copenhagen.
He is a member of the Royal Danish Academy of Sciences and Letters, was the scientific coordinator of the EU research training network Statistical Methods for Dynamical Stochastic Models (2000 - 2004), and is the principal investigator of the Copenhagen University Excellence Programme project Statistical Methods for Complex and High Dimensional Models (2008 - 2013).
His main research interests include statistical inference for stochastic processes, in particular discrete time sampling of continuous timeprocesses such as models given by stochastic differential equations and jump processes. He has written more than 70 papers in peer reviewed publications including Bernoulli, Journal of the Royal Statistical Society, Mathematical Finance, Finance and Stochastics, and Scandinavian Journal of Statistics. He is a member of the editorial board of Stochastic Processes and their Applications, Statistical Inference for Stochastic Processes, Brazilian Journal of Probability and Statistics, and ALEA - Latin American Journal of Probability and Mathematical Statistics, and he is chairman of the Governing Board of the Scandinavian Journal of Statistics.
