Estimation of diffusion parameters for discretely observed diffusion processes

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Estimation of diffusion parameters for discretely observed diffusion processes. / Sørensen, Helle.

In: Bernoulli, Vol. 8, No. 4, 2002, p. 491-508.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Sørensen, H 2002, 'Estimation of diffusion parameters for discretely observed diffusion processes', Bernoulli, vol. 8, no. 4, pp. 491-508.

APA

Sørensen, H. (2002). Estimation of diffusion parameters for discretely observed diffusion processes. Bernoulli, 8(4), 491-508.

Vancouver

Sørensen H. Estimation of diffusion parameters for discretely observed diffusion processes. Bernoulli. 2002;8(4):491-508.

Author

Sørensen, Helle. / Estimation of diffusion parameters for discretely observed diffusion processes. In: Bernoulli. 2002 ; Vol. 8, No. 4. pp. 491-508.

Bibtex

@article{98aa06f0a1c211ddb6ae000ea68e967b,
title = "Estimation of diffusion parameters for discretely observed diffusion processes",
author = "Helle S{\o}rensen",
year = "2002",
language = "English",
volume = "8",
pages = "491--508",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "4",

}

RIS

TY - JOUR

T1 - Estimation of diffusion parameters for discretely observed diffusion processes

AU - Sørensen, Helle

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 8

SP - 491

EP - 508

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 4

ER -

ID: 8075461