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Simulation of multivariate diffusion bridges. / Bladt, Mogens; Finch, Samuel Thomas John; Sørensen, Michael.
I:
Journal of the Royal Statistical Society, Series B (Statistical Methodology), Bind 78, Nr. 2, 2016, s. 343–369.
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Bladt, M, Finch, STJ
& Sørensen, M 2016, '
Simulation of multivariate diffusion bridges',
Journal of the Royal Statistical Society, Series B (Statistical Methodology), bind 78, nr. 2, s. 343–369.
https://doi.org/10.1111/rssb.12118APA
Bladt, M., Finch, S. T. J.
, & Sørensen, M. (2016).
Simulation of multivariate diffusion bridges.
Journal of the Royal Statistical Society, Series B (Statistical Methodology),
78(2), 343–369.
https://doi.org/10.1111/rssb.12118Vancouver
Bladt M, Finch STJ
, Sørensen M.
Simulation of multivariate diffusion bridges.
Journal of the Royal Statistical Society, Series B (Statistical Methodology). 2016;78(2):343–369.
https://doi.org/10.1111/rssb.12118Author
Bladt, Mogens ; Finch, Samuel Thomas John ; Sørensen, Michael. / Simulation of multivariate diffusion bridges. I: Journal of the Royal Statistical Society, Series B (Statistical Methodology). 2016 ; Bind 78, Nr. 2. s. 343–369.
Bibtex
@article{6adbd3511dd24f7aa21a9a865533b8be,
title = "Simulation of multivariate diffusion bridges",
author = "Mogens Bladt and Finch, {Samuel Thomas John} and Michael S{\o}rensen",
note = "Corrigendum: https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/rssb.12512?src=getftr",
year = "2016",
doi = "10.1111/rssb.12118",
language = "English",
volume = "78",
pages = "343–369",
journal = "Journal of the Royal Statistical Society, Series B (Statistical Methodology)",
issn = "1369-7412",
publisher = "Wiley",
number = "2",
}
RIS
TY - JOUR
T1 - Simulation of multivariate diffusion bridges
AU - Bladt, Mogens
AU - Finch, Samuel Thomas John
AU - Sørensen, Michael
N1 - Corrigendum: https://rss.onlinelibrary.wiley.com/doi/abs/10.1111/rssb.12512?src=getftr
PY - 2016
Y1 - 2016
U2 - 10.1111/rssb.12118
DO - 10.1111/rssb.12118
M3 - Journal article
VL - 78
SP - 343
EP - 369
JO - Journal of the Royal Statistical Society, Series B (Statistical Methodology)
JF - Journal of the Royal Statistical Society, Series B (Statistical Methodology)
SN - 1369-7412
IS - 2
ER -
