Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskningfagfællebedømt

Standard

Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. / Ditlevsen, Susanne; Ditlevsen, Ove D.

Computational stochastic mechanics. red. / George Deodatis; Pol D. Spanos. <Forlag uden navn>, 2007. s. 235-245.

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskningfagfællebedømt

Harvard

Ditlevsen, S & Ditlevsen, OD 2007, Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. i G Deodatis & PD Spanos (red), Computational stochastic mechanics. <Forlag uden navn>, s. 235-245, Fifth international conference on computational stochastic mechanics, Rhodos, Grækenland, 29/11/2010.

APA

Ditlevsen, S., & Ditlevsen, O. D. (2007). Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. I G. Deodatis, & P. D. Spanos (red.), Computational stochastic mechanics (s. 235-245). <Forlag uden navn>.

Vancouver

Ditlevsen S, Ditlevsen OD. Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. I Deodatis G, Spanos PD, red., Computational stochastic mechanics. <Forlag uden navn>. 2007. s. 235-245

Author

Ditlevsen, Susanne ; Ditlevsen, Ove D. / Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process. Computational stochastic mechanics. red. / George Deodatis ; Pol D. Spanos. <Forlag uden navn>, 2007. s. 235-245

Bibtex

@inproceedings{1d11f18015fc11ddbee902004c4f4f50,
title = "Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process",
author = "Susanne Ditlevsen and Ditlevsen, {Ove D.}",
year = "2007",
language = "English",
isbn = "978 90 5966 052 6",
pages = "235--245",
editor = "George Deodatis and Spanos, {Pol D.}",
booktitle = "Computational stochastic mechanics",
publisher = "<Forlag uden navn>",
note = "null ; Conference date: 29-11-2010",

}

RIS

TY - GEN

T1 - Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck and the Feller process

AU - Ditlevsen, Susanne

AU - Ditlevsen, Ove D.

PY - 2007

Y1 - 2007

M3 - Article in proceedings

SN - 978 90 5966 052 6

SP - 235

EP - 245

BT - Computational stochastic mechanics

A2 - Deodatis, George

A2 - Spanos, Pol D.

PB - <Forlag uden navn>

Y2 - 29 November 2010

ER -

ID: 3887713