Estimation for Discretely observed Diffusions using Transform Functions
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Standard
Estimation for Discretely observed Diffusions using Transform Functions. / Kelly, Leah; Platen, Eckhard; Sørensen, Michael.
I: Journal of Applied Probability, Bind 41A, 2004, s. 99-118.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Kelly, L, Platen, E & Sørensen, M 2004, 'Estimation for Discretely observed Diffusions using Transform Functions', Journal of Applied Probability, bind 41A, s. 99-118.
APA
Kelly, L., Platen, E., & Sørensen, M. (2004). Estimation for Discretely observed Diffusions using Transform Functions. Journal of Applied Probability, 41A, 99-118.
Vancouver
Kelly L, Platen E, Sørensen M. Estimation for Discretely observed Diffusions using Transform Functions. Journal of Applied Probability. 2004;41A:99-118.
Author
Bibtex
@article{74a84bb021fa11ddbc23000ea68e967b,
title = "Estimation for Discretely observed Diffusions using Transform Functions",
author = "Leah Kelly and Eckhard Platen and Michael S{\o}rensen",
year = "2004",
language = "English",
volume = "41A",
pages = "99--118",
journal = "Journal of Applied Probability",
issn = "0021-9002",
publisher = "Applied Probability Trust",
}
RIS
TY - JOUR
T1 - Estimation for Discretely observed Diffusions using Transform Functions
AU - Kelly, Leah
AU - Platen, Eckhard
AU - Sørensen, Michael
PY - 2004
Y1 - 2004
M3 - Journal article
VL - 41A
SP - 99
EP - 118
JO - Journal of Applied Probability
JF - Journal of Applied Probability
SN - 0021-9002
ER -
ID: 4060951