Parametric inference for discretely sampled stochastic differential equations
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
Parametric inference for discretely sampled stochastic differential equations. / Sørensen, Michael.
Handbook of Financial Time Series. red. / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiss; Thomas Mikosch. Heidelberg : Springer, 2009. s. 531 - 553.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Sørensen, M 2009, Parametric inference for discretely sampled stochastic differential equations. i TG Andersen, RA Davis, J-P Kreiss & T Mikosch (red), Handbook of Financial Time Series. Springer, Heidelberg, s. 531 - 553.
APA
Sørensen, M. (2009). Parametric inference for discretely sampled stochastic differential equations. I T. G. Andersen, R. A. Davis, J-P. Kreiss, & T. Mikosch (red.), Handbook of Financial Time Series (s. 531 - 553). Springer.
Vancouver
Sørensen M. Parametric inference for discretely sampled stochastic differential equations. I Andersen TG, Davis RA, Kreiss J-P, Mikosch T, red., Handbook of Financial Time Series. Heidelberg: Springer. 2009. s. 531 - 553
Author
Bibtex
@inbook{287196c022a311de9f0a000ea68e967b,
title = "Parametric inference for discretely sampled stochastic differential equations",
author = "Michael S{\o}rensen",
year = "2009",
language = "English",
isbn = "978-3-540-71296-1",
pages = "531 -- 553",
editor = "Andersen, {Torben G.} and Davis, {Richard A.} and Jens-Peter Kreiss and Thomas Mikosch",
booktitle = "Handbook of Financial Time Series",
publisher = "Springer",
address = "Switzerland",
}
RIS
TY - CHAP
T1 - Parametric inference for discretely sampled stochastic differential equations
AU - Sørensen, Michael
PY - 2009
Y1 - 2009
M3 - Book chapter
SN - 978-3-540-71296-1
SP - 531
EP - 553
BT - Handbook of Financial Time Series
A2 - Andersen, Torben G.
A2 - Davis, Richard A.
A2 - Kreiss, Jens-Peter
A2 - Mikosch, Thomas
PB - Springer
CY - Heidelberg
ER -
ID: 11759157