On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes

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Standard

On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes. / KLOEDEN, P. E. ; PLATEN, E. ; SCHURZ, H.; Sørensen, Michael.

I: Journal of Applied Probability, Bind 33, Nr. 4, 1996, s. 1061-1076.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

KLOEDEN, PE, PLATEN, E, SCHURZ, H & Sørensen, M 1996, 'On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes', Journal of Applied Probability, bind 33, nr. 4, s. 1061-1076. https://doi.org/10.2307/3214986

APA

KLOEDEN, P. E., PLATEN, E., SCHURZ, H., & Sørensen, M. (1996). On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes. Journal of Applied Probability, 33(4), 1061-1076. https://doi.org/10.2307/3214986

Vancouver

KLOEDEN PE, PLATEN E, SCHURZ, H, Sørensen M. On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes. Journal of Applied Probability. 1996;33(4):1061-1076. https://doi.org/10.2307/3214986

Author

KLOEDEN, P. E. ; PLATEN, E. ; SCHURZ, H. ; Sørensen, Michael. / On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes. I: Journal of Applied Probability. 1996 ; Bind 33, Nr. 4. s. 1061-1076.

Bibtex

@article{cdd011233d144790ba8ea8034627ee95,
title = "On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes",
author = "KLOEDEN, {P. E.} and E. PLATEN and H. SCHURZ, and Michael S{\o}rensen",
year = "1996",
doi = "10.2307/3214986",
language = "English",
volume = "33",
pages = "1061--1076",
journal = "Journal of Applied Probability",
issn = "0021-9002",
publisher = "Applied Probability Trust",
number = "4",

}

RIS

TY - JOUR

T1 - On Effects of Discretization on Estimators of Drift Parameters for Diffusion Processes

AU - KLOEDEN, P. E.

AU - PLATEN, E.

AU - SCHURZ,, H.

AU - Sørensen, Michael

PY - 1996

Y1 - 1996

U2 - 10.2307/3214986

DO - 10.2307/3214986

M3 - Journal article

VL - 33

SP - 1061

EP - 1076

JO - Journal of Applied Probability

JF - Journal of Applied Probability

SN - 0021-9002

IS - 4

ER -

ID: 130208229