Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process
Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
| Original language | English |
|---|---|
| Title of host publication | Computational stochastic mechanics |
| Editors | George Deodatis, Pol D. Spanos |
| Publisher | <Forlag uden navn> |
| Publication date | 2007 |
| Pages | 235-245 |
| ISBN (Print) | 978 90 5966 052 6 |
| Publication status | Published - 2007 |
| Event | Fifth international conference on computational stochastic mechanics - Rhodos, Greece Duration: 29 Nov 2010 → … |
Conference
| Conference | Fifth international conference on computational stochastic mechanics |
|---|---|
| Land | Greece |
| By | Rhodos |
| Periode | 29/11/2010 → … |
ID: 3887713