Martingale estimating functions for discretely observed stochastic differential equation models

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

Standard

Martingale estimating functions for discretely observed stochastic differential equation models. / Sørensen, Michael.

International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications. Rom : Aracne editrice, 2004. s. 213-236.

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

Harvard

Sørensen, M 2004, Martingale estimating functions for discretely observed stochastic differential equation models. i International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications. Aracne editrice, Rom, s. 213-236.

APA

Sørensen, M. (2004). Martingale estimating functions for discretely observed stochastic differential equation models. I International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications (s. 213-236). Aracne editrice.

Vancouver

Sørensen M. Martingale estimating functions for discretely observed stochastic differential equation models. I International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications. Rom: Aracne editrice. 2004. s. 213-236

Author

Sørensen, Michael. / Martingale estimating functions for discretely observed stochastic differential equation models. International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications. Rom : Aracne editrice, 2004. s. 213-236

Bibtex

@inbook{3acec80074be11dbbee902004c4f4f50,
title = "Martingale estimating functions for discretely observed stochastic differential equation models",
author = "Michael S{\o}rensen",
year = "2004",
language = "English",
pages = "213--236",
booktitle = "International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications",
publisher = "Aracne editrice",
address = "Italy",

}

RIS

TY - CHAP

T1 - Martingale estimating functions for discretely observed stochastic differential equation models

AU - Sørensen, Michael

PY - 2004

Y1 - 2004

M3 - Book chapter

SP - 213

EP - 236

BT - International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications

PB - Aracne editrice

CY - Rom

ER -

ID: 15081