The natural exponential family generated by a semimartingale
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
Standard
The natural exponential family generated by a semimartingale. / Sørensen, Michael.
Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics. ed. / A.N. Shiryaev. Moscow : TVP Science Publishers, 1996. p. 177-186.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
Harvard
Sørensen, M 1996, The natural exponential family generated by a semimartingale. in AN Shiryaev (ed.), Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics. TVP Science Publishers, Moscow, pp. 177-186.
APA
Sørensen, M. (1996). The natural exponential family generated by a semimartingale. In A. N. Shiryaev (Ed.), Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics (pp. 177-186). TVP Science Publishers.
Vancouver
Sørensen M. The natural exponential family generated by a semimartingale. In Shiryaev AN, editor, Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics. Moscow: TVP Science Publishers. 1996. p. 177-186
Author
Bibtex
@inbook{3d696f1d8b8f45c2b6d8a8b2ebfce8a6,
title = "The natural exponential family generated by a semimartingale",
author = "Michael S{\o}rensen",
year = "1996",
language = "English",
pages = "177--186",
editor = "A.N. Shiryaev",
booktitle = "Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics",
publisher = "TVP Science Publishers",
}
RIS
TY - CHAP
T1 - The natural exponential family generated by a semimartingale
AU - Sørensen, Michael
PY - 1996
Y1 - 1996
M3 - Book chapter
SP - 177
EP - 186
BT - Proceedings of the Fourth Russian-Finnish Symposium on Probability Theory and Mathematical Statistics
A2 - Shiryaev, A.N.
PB - TVP Science Publishers
CY - Moscow
ER -
ID: 130219342