Parametric inference for discretely sampled stochastic differential equations

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

Originalsprog	Engelsk
Titel	Handbook of Financial Time Series
Redaktører	Torben G. Andersen, Richard A. Davis, Jens-Peter Kreiss, Thomas Mikosch
Antal sider	23
Udgivelsessted	Heidelberg
Forlag	Springer
Publikationsdato	2009
Sider	531 - 553
ISBN (Trykt)	978-3-540-71296-1
Status	Udgivet - 2009

Biblioteksadgang?

@inbook{287196c022a311de9f0a000ea68e967b,

title = "Parametric inference for discretely sampled stochastic differential equations",

author = "Michael S{\o}rensen",

year = "2009",

language = "English",

isbn = "978-3-540-71296-1",

pages = "531 -- 553",

editor = "Andersen, {Torben G.} and Davis, {Richard A.} and Jens-Peter Kreiss and Thomas Mikosch",

booktitle = "Handbook of Financial Time Series",

publisher = "Springer",

address = "Switzerland",

}