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

Susanne Ditlevsen, Ove Dalager Ditlevsen

21 Citations (Scopus)

Original language	English
Journal	Probabilistic Engineering Mechanics
Volume	23
Issue number	2-3
Pages (from-to)	170-179
Number of pages	10
ISSN	0266-8920
DOIs	https://doi.org/10.1016/j.probengmech.2007.12.024
Publication status	Published - 2008

Access to Document

@article{856a9af0a42e11ddb5e9000ea68e967b,

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

author = "Susanne Ditlevsen and Ditlevsen, {Ove Dalager}",

year = "2008",

doi = "10.1016/j.probengmech.2007.12.024",

language = "English",

volume = "23",

pages = "170--179",

journal = "Probabilistic Engineering Mechanics",

issn = "0266-8920",

publisher = "Elsevier",

number = "2-3",

}

TY - JOUR

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

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

M3 - Journal article

SN - 0266-8920

VL - 23

SP - 170

EP - 179

JO - Probabilistic Engineering Mechanics

JF - Probabilistic Engineering Mechanics

IS - 2-3

ER -