Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Standard

Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. / Ditlevsen, Susanne; Ditlevsen, Ove D.

Computational stochastic mechanics. ed. / George Deodatis; Pol D. Spanos. <Forlag uden navn>, 2007. p. 235-245.

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

Harvard

Ditlevsen, S & Ditlevsen, OD 2007, Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. in G Deodatis & PD Spanos (eds), Computational stochastic mechanics. <Forlag uden navn>, pp. 235-245, Fifth international conference on computational stochastic mechanics, Rhodos, Greece, 29/11/2010.

APA

Ditlevsen, S., & Ditlevsen, O. D. (2007). Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. In G. Deodatis, & P. D. Spanos (Eds.), Computational stochastic mechanics (pp. 235-245). <Forlag uden navn>.

Vancouver

Ditlevsen S, Ditlevsen OD. Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. In Deodatis G, Spanos PD, editors, Computational stochastic mechanics. <Forlag uden navn>. 2007. p. 235-245

Author

Ditlevsen, Susanne ; Ditlevsen, Ove D. / Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. Computational stochastic mechanics. editor / George Deodatis ; Pol D. Spanos. <Forlag uden navn>, 2007. pp. 235-245

Bibtex

@inproceedings{1d11f18015fc11ddbee902004c4f4f50,
title = "Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process",
author = "Susanne Ditlevsen and Ditlevsen, {Ove D.}",
year = "2007",
language = "English",
isbn = "978 90 5966 052 6",
pages = "235--245",
editor = "George Deodatis and Spanos, {Pol D.}",
booktitle = "Computational stochastic mechanics",
publisher = "<Forlag uden navn>",
note = "null ; Conference date: 29-11-2010",

}

RIS

TY - GEN

T1 - Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process

AU - Ditlevsen, Susanne

AU - Ditlevsen, Ove D.

PY - 2007

Y1 - 2007

M3 - Article in proceedings

SN - 978 90 5966 052 6

SP - 235

EP - 245

BT - Computational stochastic mechanics

A2 - Deodatis, George

A2 - Spanos, Pol D.

PB - <Forlag uden navn>

Y2 - 29 November 2010

ER -

ID: 3887713