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

Original language	English
Title of host publication	Computational Stochastic Mechanics
Number of pages	10
Place of Publication	Rotterdam, Netherlands
Publisher	Millpress
Publication date	2007
Pages	235-245
ISBN (Print)	9789059660526
Publication status	Published - 2007

Cite this

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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 -