The Pearson diffusions: A class of statistically tractablediffusion processes

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Standard

The Pearson diffusions: A class of statistically tractablediffusion processes. / Forman, Julie Lyng; Sørensen, Michael.

I: Scandinavian Journal of Statistics, Bind 35, 2008, s. 438 - 465.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Forman, JL & Sørensen, M 2008, 'The Pearson diffusions: A class of statistically tractablediffusion processes', Scandinavian Journal of Statistics, bind 35, s. 438 - 465.

APA

Forman, J. L., & Sørensen, M. (2008). The Pearson diffusions: A class of statistically tractablediffusion processes. Scandinavian Journal of Statistics, 35, 438 - 465.

Vancouver

Forman JL, Sørensen M. The Pearson diffusions: A class of statistically tractablediffusion processes. Scandinavian Journal of Statistics. 2008;35:438 - 465.

Author

Forman, Julie Lyng ; Sørensen, Michael. / The Pearson diffusions: A class of statistically tractablediffusion processes. I: Scandinavian Journal of Statistics. 2008 ; Bind 35. s. 438 - 465.

Bibtex

@article{a5b08f80cb8a11dd9473000ea68e967b,
title = "The Pearson diffusions: A class of statistically tractablediffusion processes",
author = "Forman, {Julie Lyng} and Michael S{\o}rensen",
year = "2008",
language = "English",
volume = "35",
pages = "438 -- 465",
journal = "Scandinavian Journal of Statistics",
issn = "0303-6898",
publisher = "Wiley-Blackwell",

}

RIS

TY - JOUR

T1 - The Pearson diffusions: A class of statistically tractablediffusion processes

AU - Forman, Julie Lyng

AU - Sørensen, Michael

PY - 2008

Y1 - 2008

M3 - Journal article

VL - 35

SP - 438

EP - 465

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

SN - 0303-6898

ER -

ID: 9179177