Parameter estimation from observations of first-passage times of the Ornstein-Uhlenbeck process and the Feller process
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
| 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 |
ID: 4034180