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

Susanne Ditlevsen, Ove Dalager Ditlevsen

21 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Probabilistic Engineering Mechanics
Vol/bind	23
Udgave nummer	2-3
Sider (fra-til)	170-179
Antal sider	10
ISSN	0266-8920
DOI	https://doi.org/10.1016/j.probengmech.2007.12.024
Status	Udgivet - 2008

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

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AU - Ditlevsen, Susanne

AU - Ditlevsen, Ove Dalager

PY - 2008

Y1 - 2008

U2 - 10.1016/j.probengmech.2007.12.024

DO - 10.1016/j.probengmech.2007.12.024

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EP - 179

JO - Probabilistic Engineering Mechanics

JF - Probabilistic Engineering Mechanics

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