Likelihood methods for diffusions with jumps

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt

Standard

Likelihood methods for diffusions with jumps. / Sørensen, Michael.

Statistical Inference in Stochastic Processes. red. / N.U. Prabhu; I.V. Basawa. New York : Marcel Dekker, 1991. s. 67-105.

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt

Harvard

Sørensen, M 1991, Likelihood methods for diffusions with jumps. i NU Prabhu & IV Basawa (red), Statistical Inference in Stochastic Processes. Marcel Dekker, New York, s. 67-105.

APA

Sørensen, M. (1991). Likelihood methods for diffusions with jumps. I N. U. Prabhu, & I. V. Basawa (red.), Statistical Inference in Stochastic Processes (s. 67-105). Marcel Dekker.

Vancouver

Sørensen M. Likelihood methods for diffusions with jumps. I Prabhu NU, Basawa IV, red., Statistical Inference in Stochastic Processes. New York: Marcel Dekker. 1991. s. 67-105

Author

Sørensen, Michael. / Likelihood methods for diffusions with jumps. Statistical Inference in Stochastic Processes. red. / N.U. Prabhu ; I.V. Basawa. New York : Marcel Dekker, 1991. s. 67-105

Bibtex

@inbook{80195feb2ad04182a5f7cead023d63bf,

title = "Likelihood methods for diffusions with jumps",

author = "Michael S{\o}rensen",

year = "1991",

language = "English",

pages = "67--105",

editor = "N.U. Prabhu and I.V. Basawa",

booktitle = "Statistical Inference in Stochastic Processes",

publisher = "Marcel Dekker",

address = "United States",

}

RIS

TY - CHAP

T1 - Likelihood methods for diffusions with jumps

AU - Sørensen, Michael

PY - 1991

Y1 - 1991

M3 - Book chapter

SP - 67

EP - 105

BT - Statistical Inference in Stochastic Processes

A2 - Prabhu, N.U.

A2 - Basawa, I.V.

PB - Marcel Dekker

CY - New York

ER -

ID: 130218485