Discretely Observed Diffusions: Approximation of the Continuous-time Score Function
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Discretely Observed Diffusions: Approximation of the Continuous-time Score Function. / Sørensen, Helle.
In: Scandinavian Journal of Statistics, Vol. 28, 2001, p. 113-121.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Sørensen, H 2001, 'Discretely Observed Diffusions: Approximation of the Continuous-time Score Function', Scandinavian Journal of Statistics, vol. 28, pp. 113-121.
APA
Sørensen, H. (2001). Discretely Observed Diffusions: Approximation of the Continuous-time Score Function. Scandinavian Journal of Statistics, 28, 113-121.
Vancouver
Sørensen H. Discretely Observed Diffusions: Approximation of the Continuous-time Score Function. Scandinavian Journal of Statistics. 2001;28:113-121.
Author
Bibtex
@article{34f4964074c711dbbee902004c4f4f50,
title = "Discretely Observed Diffusions: Approximation of the Continuous-time Score Function",
author = "Helle S{\o}rensen",
year = "2001",
language = "English",
volume = "28",
pages = "113--121",
journal = "Scandinavian Journal of Statistics",
issn = "0303-6898",
publisher = "Wiley-Blackwell",
}
RIS
TY - JOUR
T1 - Discretely Observed Diffusions: Approximation of the Continuous-time Score Function
AU - Sørensen, Helle
PY - 2001
Y1 - 2001
M3 - Journal article
VL - 28
SP - 113
EP - 121
JO - Scandinavian Journal of Statistics
JF - Scandinavian Journal of Statistics
SN - 0303-6898
ER -
ID: 164348