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

Susanne Ditlevsen, Ove D. Ditlevsen

Original languageEnglish
Title of host publicationComputational stochastic mechanics
EditorsGeorge Deodatis, Pol D. Spanos
Publisher<Forlag uden navn>
Publication date2007
Pages235-245
ISBN (Print)978 90 5966 052 6
Publication statusPublished - 2007
EventFifth international conference on computational stochastic mechanics - Rhodos, Greece
Duration: 29 Nov 2010 → …

Conference

ConferenceFifth international conference on computational stochastic mechanics
Country/TerritoryGreece
CityRhodos
Period29/11/2010 → …

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