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

S. Ditlevsen, O. Ditlevsen, G. Deodatis, P.D. Spanos

Originalsprog	Engelsk
Titel	Computational Stochastic Mechanics
Antal sider	10
Udgivelsessted	Rotterdam, Netherlands
Forlag	Millpress
Publikationsdato	2007
Sider	235-245
ISBN (Trykt)	9789059660526
Status	Udgivet - 2007

Citationsformater

@inbook{16a2033020ec11ddbc23000ea68e967b,

title = "Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process",

author = "S. Ditlevsen and O. Ditlevsen and G. Deodatis and P.D. Spanos",

year = "2007",

language = "English",

isbn = "9789059660526",

pages = "235--245",

booktitle = "Computational Stochastic Mechanics",

publisher = "Millpress",

}

TY - CHAP

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

AU - Ditlevsen, S.

AU - Ditlevsen, O.

AU - Deodatis, G.

AU - Spanos, P.D.

PY - 2007

Y1 - 2007

M3 - Book chapter

SN - 9789059660526

SP - 235

EP - 245

BT - Computational Stochastic Mechanics

PB - Millpress

CY - Rotterdam, Netherlands

ER -