Martingale estimating functions for discretely observed diffusion processes
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Standard
Martingale estimating functions for discretely observed diffusion processes. / Sørensen, Michael; Bibby, Bo Martin.
I: Bernoulli, Bind 1, 1995, s. 17-39.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Sørensen, M & Bibby, BM 1995, 'Martingale estimating functions for discretely observed diffusion processes', Bernoulli, bind 1, s. 17-39.
APA
Sørensen, M., & Bibby, B. M. (1995). Martingale estimating functions for discretely observed diffusion processes. Bernoulli, 1, 17-39.
Vancouver
Sørensen M, Bibby BM. Martingale estimating functions for discretely observed diffusion processes. Bernoulli. 1995;1:17-39.
Author
Bibtex
@article{b442af2db9164aee8513504004f6bf51,
title = "Martingale estimating functions for discretely observed diffusion processes",
author = "Michael S{\o}rensen and Bibby, {Bo Martin}",
year = "1995",
language = "English",
volume = "1",
pages = "17--39",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
}
RIS
TY - JOUR
T1 - Martingale estimating functions for discretely observed diffusion processes
AU - Sørensen, Michael
AU - Bibby, Bo Martin
PY - 1995
Y1 - 1995
M3 - Journal article
VL - 1
SP - 17
EP - 39
JO - Bernoulli
JF - Bernoulli
SN - 1350-7265
ER -
ID: 130219053