Likelihood methods for diffusions with jumps
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
Standard
Likelihood methods for diffusions with jumps. / Sørensen, Michael.
Statistical Inference in Stochastic Processes. ed. / N.U. Prabhu; I.V. Basawa. New York : Marcel Dekker, 1991. p. 67-105.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
Harvard
Sørensen, M 1991, Likelihood methods for diffusions with jumps. in NU Prabhu & IV Basawa (eds), Statistical Inference in Stochastic Processes. Marcel Dekker, New York, pp. 67-105.
APA
Sørensen, M. (1991). Likelihood methods for diffusions with jumps. In N. U. Prabhu, & I. V. Basawa (Eds.), Statistical Inference in Stochastic Processes (pp. 67-105). Marcel Dekker.
Vancouver
Sørensen M. Likelihood methods for diffusions with jumps. In Prabhu NU, Basawa IV, editors, Statistical Inference in Stochastic Processes. New York: Marcel Dekker. 1991. p. 67-105
Author
Bibtex
@inbook{80195feb2ad04182a5f7cead023d63bf,
title = "Likelihood methods for diffusions with jumps",
author = "Michael S{\o}rensen",
year = "1991",
language = "English",
pages = "67--105",
editor = "N.U. Prabhu and I.V. Basawa",
booktitle = "Statistical Inference in Stochastic Processes",
publisher = "Marcel Dekker",
address = "United States",
}
RIS
TY - CHAP
T1 - Likelihood methods for diffusions with jumps
AU - Sørensen, Michael
PY - 1991
Y1 - 1991
M3 - Book chapter
SP - 67
EP - 105
BT - Statistical Inference in Stochastic Processes
A2 - Prabhu, N.U.
A2 - Basawa, I.V.
PB - Marcel Dekker
CY - New York
ER -
ID: 130218485