Standard
Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process. / Ditlevsen, Susanne; Ditlevsen, Ove Dalager.
I:
Probabilistic Engineering Mechanics, Bind 23, Nr. 2-3, 2008, s. 170-179.
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Ditlevsen, S & Ditlevsen, OD 2008, '
Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process.',
Probabilistic Engineering Mechanics, bind 23, nr. 2-3, s. 170-179.
https://doi.org/10.1016/j.probengmech.2007.12.024
APA
Ditlevsen, S., & Ditlevsen, O. D. (2008).
Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process. Probabilistic Engineering Mechanics,
23(2-3), 170-179.
https://doi.org/10.1016/j.probengmech.2007.12.024
Vancouver
Ditlevsen S, Ditlevsen OD.
Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process. Probabilistic Engineering Mechanics. 2008;23(2-3):170-179.
https://doi.org/10.1016/j.probengmech.2007.12.024
Author
Ditlevsen, Susanne ; Ditlevsen, Ove Dalager. / Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process. I: Probabilistic Engineering Mechanics. 2008 ; Bind 23, Nr. 2-3. s. 170-179.
Bibtex
@article{856a9af0a42e11ddb5e9000ea68e967b,
title = "Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process.",
author = "Susanne Ditlevsen and Ditlevsen, {Ove Dalager}",
year = "2008",
doi = "10.1016/j.probengmech.2007.12.024",
language = "English",
volume = "23",
pages = "170--179",
journal = "Probabilistic Engineering Mechanics",
issn = "0266-8920",
publisher = "Elsevier",
number = "2-3",
}
RIS
TY - JOUR
T1 - Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process.
AU - Ditlevsen, Susanne
AU - Ditlevsen, Ove Dalager
PY - 2008
Y1 - 2008
U2 - 10.1016/j.probengmech.2007.12.024
DO - 10.1016/j.probengmech.2007.12.024
M3 - Journal article
VL - 23
SP - 170
EP - 179
JO - Probabilistic Engineering Mechanics
JF - Probabilistic Engineering Mechanics
SN - 0266-8920
IS - 2-3
ER -
