Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process.
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Probabilistic Engineering Mechanics |
| Volume | 23 |
| Issue number | 2-3 |
| Pages (from-to) | 170-179 |
| Number of pages | 10 |
| ISSN | 0266-8920 |
| DOIs | |
| Publication status | Published - 2008 |
ID: 8237525