Likelihood Inference in Jump Diffusion driven SDE's

Hellquist Olof, Erik Lindström, Jonas Ströjby

Research output: Chapter in Book/Report/Conference proceeding › Paper in conference proceeding › peer-review

Original language	English
Title of host publication	Symposium i anvendt Statistik 2010
Editors	Linde Peter
Pages	269-278
Publication status	Published - 2010
Event	32. Symposium i Anvendt Statistik - Copenhagen, Denmark Duration: 2010 Jan 25 → 2010 Jan 25 Conference number: 32

Conference	32. Symposium i Anvendt Statistik
Country/Territory	Denmark
City	Copenhagen
Period	2010/01/25 → 2010/01/25

http://www.statistiksymposium.dk/Prog32symposium.pdf

Subject classification (UKÄ)

@inproceedings{8b259130540f49ef9207d218ef94c899,

title = "Likelihood Inference in Jump Diffusion driven SDE's",

author = "Hellquist Olof and Erik Lindstr{\"o}m and Jonas Str{\"o}jby",

note = "http://www.statistiksymposium.dk/Prog32symposium.pdf; 32. Symposium i Anvendt Statistik ; Conference date: 25-01-2010 Through 25-01-2010",

year = "2010",

language = "English",

isbn = "978-87-501-1832-9",

pages = "269--278",

editor = "Linde Peter",

booktitle = "Symposium i anvendt Statistik 2010",

}

TY - GEN

T1 - Likelihood Inference in Jump Diffusion driven SDE's

AU - Olof, Hellquist

AU - Lindström, Erik

AU - Ströjby, Jonas

N1 - Conference code: 32

PY - 2010

Y1 - 2010

M3 - Paper in conference proceeding

SN - 978-87-501-1832-9

SP - 269

EP - 278

BT - Symposium i anvendt Statistik 2010

A2 - Peter, Linde

T2 - 32. Symposium i Anvendt Statistik

Y2 - 25 January 2010 through 25 January 2010

ER -