Diffusion-type models with given marginal distribution and autocorrelation function

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Standard

Diffusion-type models with given marginal distribution and autocorrelation function. / Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael.

I: Bernoulli, Bind 11, Nr. 2, 2005, s. 191-220.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Bibby, BM, Skovgaard, IM & Sørensen, M 2005, 'Diffusion-type models with given marginal distribution and autocorrelation function', Bernoulli, bind 11, nr. 2, s. 191-220.

APA

Bibby, B. M., Skovgaard, I. M., & Sørensen, M. (2005). Diffusion-type models with given marginal distribution and autocorrelation function. Bernoulli, 11(2), 191-220.

Vancouver

Bibby BM, Skovgaard IM, Sørensen M. Diffusion-type models with given marginal distribution and autocorrelation function. Bernoulli. 2005;11(2):191-220.

Author

Bibby, Bo Martin ; Skovgaard, Ib Michael ; Sørensen, Michael. / Diffusion-type models with given marginal distribution and autocorrelation function. I: Bernoulli. 2005 ; Bind 11, Nr. 2. s. 191-220.

Bibtex

@article{801d4410a1bf11ddb6ae000ea68e967b,
title = "Diffusion-type models with given marginal distribution and autocorrelation function",
author = "Bibby, {Bo Martin} and Skovgaard, {Ib Michael} and Michael S{\o}rensen",
year = "2005",
language = "English",
volume = "11",
pages = "191--220",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "2",

}

RIS

TY - JOUR

T1 - Diffusion-type models with given marginal distribution and autocorrelation function

AU - Bibby, Bo Martin

AU - Skovgaard, Ib Michael

AU - Sørensen, Michael

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 11

SP - 191

EP - 220

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 2

ER -

ID: 7983433