Discretely Observed Diffusions: Approximation of the Continuous-time Score Function

Research output: Contribution to journalJournal articleResearchpeer-review

Standard

Discretely Observed Diffusions: Approximation of the Continuous-time Score Function. / Sørensen, Helle.

In: Scandinavian Journal of Statistics, Vol. 28, No. 1, 2001, p. 113-121.

Research output: Contribution to journalJournal articleResearchpeer-review

Harvard

Sørensen, H 2001, 'Discretely Observed Diffusions: Approximation of the Continuous-time Score Function', Scandinavian Journal of Statistics, vol. 28, no. 1, pp. 113-121.

APA

Sørensen, H. (2001). Discretely Observed Diffusions: Approximation of the Continuous-time Score Function. Scandinavian Journal of Statistics, 28(1), 113-121.

Vancouver

Sørensen H. Discretely Observed Diffusions: Approximation of the Continuous-time Score Function. Scandinavian Journal of Statistics. 2001;28(1):113-121.

Author

Sørensen, Helle. / Discretely Observed Diffusions: Approximation of the Continuous-time Score Function. In: Scandinavian Journal of Statistics. 2001 ; Vol. 28, No. 1. pp. 113-121.

Bibtex

@article{994e5d40a1c211ddb6ae000ea68e967b,
title = "Discretely Observed Diffusions: Approximation of the Continuous-time Score Function",
abstract = "Udgivelsesdato: March",
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",
number = "1",

}

RIS

TY - JOUR

T1 - Discretely Observed Diffusions: Approximation of the Continuous-time Score Function

AU - Sørensen, Helle

PY - 2001

Y1 - 2001

N2 - Udgivelsesdato: March

AB - Udgivelsesdato: March

M3 - Journal article

VL - 28

SP - 113

EP - 121

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

SN - 0303-6898

IS - 1

ER -

ID: 8075512