Estimating functions for discretely observed diffusions: A review.
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Standard
Estimating functions for discretely observed diffusions: A review. / Sørensen, Michael.
Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. ed. / I.W. Basawa; V.P. Godambe; R.L. Taylor. Vol. 32 Hayward, California : Institute of Mathematical Statistics, 1997. p. 305-325.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Sørensen, M 1997, Estimating functions for discretely observed diffusions: A review. in IW Basawa, VP Godambe & RL Taylor (eds), Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. vol. 32, Institute of Mathematical Statistics, Hayward, California, pp. 305-325.
APA
Sørensen, M. (1997). Estimating functions for discretely observed diffusions: A review. In I. W. Basawa, V. P. Godambe, & R. L. Taylor (Eds.), Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series (Vol. 32, pp. 305-325). Institute of Mathematical Statistics.
Vancouver
Sørensen M. Estimating functions for discretely observed diffusions: A review. In Basawa IW, Godambe VP, Taylor RL, editors, Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. Vol. 32. Hayward, California: Institute of Mathematical Statistics. 1997. p. 305-325
Author
Bibtex
@inbook{eaf5ed1074c011dbbee902004c4f4f50,
title = "Estimating functions for discretely observed diffusions: A review.",
abstract = "Statistik",
author = "Michael S{\o}rensen",
year = "1997",
language = "English",
isbn = "0-940600-44-7",
volume = "32",
pages = "305--325",
editor = "I.W. Basawa and V.P. Godambe and R.L. Taylor",
booktitle = "Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series",
publisher = "Institute of Mathematical Statistics",
}
RIS
TY - CHAP
T1 - Estimating functions for discretely observed diffusions: A review.
AU - Sørensen, Michael
PY - 1997
Y1 - 1997
N2 - Statistik
AB - Statistik
M3 - Book chapter
SN - 0-940600-44-7
VL - 32
SP - 305
EP - 325
BT - Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series
A2 - Basawa, I.W.
A2 - Godambe, V.P.
A2 - Taylor, R.L.
PB - Institute of Mathematical Statistics
CY - Hayward, California
ER -
ID: 53428