Estimating functions for diffusion-type processes
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
Standard
Estimating functions for diffusion-type processes. / Sørensen, Michael.
Statistical Methods for Stochastic Differential Equations. ed. / Mathieu Kessler; Alexander Lindner; Michael Sørensen. CRC Press, 2012. p. 1 - 107 (Monographs on Statistics and Applied Probability, Vol. 124).Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
Harvard
Sørensen, M 2012, Estimating functions for diffusion-type processes. in M Kessler, AL & M Sørensen (eds), Statistical Methods for Stochastic Differential Equations. CRC Press, Monographs on Statistics and Applied Probability, vol. 124, pp. 1 - 107.
APA
Sørensen, M. (2012). Estimating functions for diffusion-type processes. In M. Kessler, A. L., & M. Sørensen (Eds.), Statistical Methods for Stochastic Differential Equations (pp. 1 - 107). CRC Press. Monographs on Statistics and Applied Probability Vol. 124
Vancouver
Sørensen M. Estimating functions for diffusion-type processes. In Kessler M, AL, Sørensen M, editors, Statistical Methods for Stochastic Differential Equations. CRC Press. 2012. p. 1 - 107. (Monographs on Statistics and Applied Probability, Vol. 124).
Author
Bibtex
@inbook{af982ffdea374356982b964a22958d85,
title = "Estimating functions for diffusion-type processes",
author = "Michael S{\o}rensen",
year = "2012",
language = "English",
isbn = "978-1-4398-4940-8",
series = "Monographs on Statistics and Applied Probability",
publisher = "CRC Press",
pages = "1 -- 107",
editor = "Mathieu Kessler and {Alexander Lindner} and Michael S{\o}rensen",
booktitle = "Statistical Methods for Stochastic Differential Equations",
}
RIS
TY - CHAP
T1 - Estimating functions for diffusion-type processes
AU - Sørensen, Michael
PY - 2012
Y1 - 2012
M3 - Book chapter
SN - 978-1-4398-4940-8
T3 - Monographs on Statistics and Applied Probability
SP - 1
EP - 107
BT - Statistical Methods for Stochastic Differential Equations
A2 - Kessler, Mathieu
A2 - null, Alexander Lindner
A2 - Sørensen, Michael
PB - CRC Press
ER -
ID: 44072441