Estimation of diffusion parameters for discretely observed diffusion processes

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Standard

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

I: Bernoulli, Bind 8, Nr. 4, 2002, s. 491-508.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, H 2002, 'Estimation of diffusion parameters for discretely observed diffusion processes', Bernoulli, bind 8, nr. 4, s. 491-508. <http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.bj/1078681381>

APA

Sørensen, H. (2002). Estimation of diffusion parameters for discretely observed diffusion processes. Bernoulli, 8(4), 491-508. http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.bj/1078681381

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. I: Bernoulli. 2002 ; Bind 8, Nr. 4. s. 491-508.

Bibtex

@article{e972b63074c511dbbee902004c4f4f50,
title = "Estimation of diffusion parameters for discretely observed diffusion processes",
abstract = " ",
author = "Helle S{\o}rensen",
note = "JEL Classification: C13",
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

N1 - JEL Classification: C13

PY - 2002

Y1 - 2002

N2 -  

AB -  

M3 - Journal article

VL - 8

SP - 491

EP - 508

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 4

ER -

ID: 141735