Diffusion-type models with given marginal distribution and autocorrelation function

Bo Martin Bibby, Ib Michael Skovgaard, Michael Sørensen

86 Citations (Scopus)

Cite this

@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",

}