A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt
Standard
A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps. / Sørensen, Michael.
Markov Processes and Control Theory. red. / H. Langer; V. Nollau. Berlin : Akademie Verlag, 1989. s. 229-234.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt
Harvard
Sørensen, M 1989, A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps. i H Langer & V Nollau (red), Markov Processes and Control Theory. Akademie Verlag, Berlin, s. 229-234.
APA
Sørensen, M. (1989). A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps. I H. Langer, & V. Nollau (red.), Markov Processes and Control Theory (s. 229-234). Akademie Verlag.
Vancouver
Sørensen M. A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps. I Langer H, Nollau V, red., Markov Processes and Control Theory. Berlin: Akademie Verlag. 1989. s. 229-234
Author
Bibtex
@inbook{9f5dba06a8ad4476b697153e542a9b3f,
title = "A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps",
author = "Michael S{\o}rensen",
year = "1989",
language = "English",
pages = "229--234",
editor = "H. Langer and V. Nollau",
booktitle = "Markov Processes and Control Theory",
publisher = "Akademie Verlag",
}
RIS
TY - CHAP
T1 - A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps
AU - Sørensen, Michael
PY - 1989
Y1 - 1989
M3 - Book chapter
SP - 229
EP - 234
BT - Markov Processes and Control Theory
A2 - Langer, H.
A2 - Nollau, V.
PB - Akademie Verlag
CY - Berlin
ER -
ID: 130218293