Diffusion-type models with given marginal distribution and autocorrelation function
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Standard
Diffusion-type models with given marginal distribution and autocorrelation function. / Bibby, Bo Martin; Skovgaard, Ib Michael; Sørensen, Michael.
I: Bernoulli, Bind 11, Nr. 2, 2005, s. 191-220.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Bibby, BM, Skovgaard, IM & Sørensen, M 2005, 'Diffusion-type models with given marginal distribution and autocorrelation function', Bernoulli, bind 11, nr. 2, s. 191-220.
APA
Bibby, B. M., Skovgaard, I. M., & Sørensen, M. (2005). Diffusion-type models with given marginal distribution and autocorrelation function. Bernoulli, 11(2), 191-220.
Vancouver
Bibby BM, Skovgaard IM, Sørensen M. Diffusion-type models with given marginal distribution and autocorrelation function. Bernoulli. 2005;11(2):191-220.
Author
Bibtex
@article{801d4410a1bf11ddb6ae000ea68e967b,
title = "Diffusion-type models with given marginal distribution and autocorrelation function",
author = "Bibby, {Bo Martin} and Skovgaard, {Ib Michael} and Michael S{\o}rensen",
year = "2005",
language = "English",
volume = "11",
pages = "191--220",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "2",
}
RIS
TY - JOUR
T1 - Diffusion-type models with given marginal distribution and autocorrelation function
AU - Bibby, Bo Martin
AU - Skovgaard, Ib Michael
AU - Sørensen, Michael
PY - 2005
Y1 - 2005
M3 - Journal article
VL - 11
SP - 191
EP - 220
JO - Bernoulli
JF - Bernoulli
SN - 1350-7265
IS - 2
ER -
ID: 7983433