Martingale estimating functions for discretely observed diffusion processes

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Standard

Martingale estimating functions for discretely observed diffusion processes. / Sørensen, Michael; Bibby, Bo Martin.

I: Bernoulli, Bind 1, 1995, s. 17-39.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, M & Bibby, BM 1995, 'Martingale estimating functions for discretely observed diffusion processes', Bernoulli, bind 1, s. 17-39.

APA

Sørensen, M., & Bibby, B. M. (1995). Martingale estimating functions for discretely observed diffusion processes. Bernoulli, 1, 17-39.

Vancouver

Sørensen M, Bibby BM. Martingale estimating functions for discretely observed diffusion processes. Bernoulli. 1995;1:17-39.

Author

Sørensen, Michael ; Bibby, Bo Martin. / Martingale estimating functions for discretely observed diffusion processes. I: Bernoulli. 1995 ; Bind 1. s. 17-39.

Bibtex

@article{b442af2db9164aee8513504004f6bf51,
title = "Martingale estimating functions for discretely observed diffusion processes",
author = "Michael S{\o}rensen and Bibby, {Bo Martin}",
year = "1995",
language = "English",
volume = "1",
pages = "17--39",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",

}

RIS

TY - JOUR

T1 - Martingale estimating functions for discretely observed diffusion processes

AU - Sørensen, Michael

AU - Bibby, Bo Martin

PY - 1995

Y1 - 1995

M3 - Journal article

VL - 1

SP - 17

EP - 39

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

ER -

ID: 130219053