<br /><br />1<span style="font-weight: bold;">
<br>title: </span>Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes<h3>Auteur: PAP&nbsp;G.⁽¹⁾ ;
VAN ZUIJLEN&nbsp;M. C. A.⁽²⁾ ;
</h3><br><span style="font-weight: bold;">Source: </span>Journal of multivariate analysis&nbsp;
&nbsp;<b>ISSN</b>&nbsp;0047-259X&nbsp;
&nbsp;<b>CODEN</b>&nbsp;JMVAAI <br><br>2.<br><table class="SS_CitationTable" border="0"><tbody><tr><td width="5%" class="res" id="CitationJournalArticleLabel" noWrap="nowrap" vAlign="top"><div class="res">Article Title:</div>
</td>
<td class="res" id="CitationJournalArticleValue" vAlign="top" colSpan="5">
<div class="res">Statistical properties of a discrete version of the Ornstein-Uhlenbeck process</div>
</td>
</tr>
<tr>
<td width="5%" class="CitationLabel" id="CitationJournalAuthorLabel" noWrap="nowrap" vAlign="top">
<div class="res">Author:</div>
</td>
<td class="CitationValue" id="CitationJournalAuthorValue" vAlign="top" colSpan="5">
<div class="res">Larralde, Hernán</div>
</td>
</tr>
<tr>
<td width="5%" class="res" id="CitationJournalTitleLabel" noWrap="nowrap" vAlign="top">
<div class="res">Journal:</div>
</td>
<td class="res" id="CitationJournalTitleValue" vAlign="top" colSpan="5">
<div class="res">Physical review. E, Statistical, nonlinear, and soft matter physics</div>
</td>
</tr>
<tr>
<td width="5%" class="CitationLabel" id="CitationJournalIssn" noWrap="nowrap" vAlign="top">
<div class="res">ISSN:</div>
</td>
<td width="30%" class="CitationValue" id="CitationJournalIssnValue" noWrap="nowrap" vAlign="top">
<div class="res">1539-3755</div>
</td>
<td width="5%" class="res" id="CitationJournalDate" noWrap="nowrap" vAlign="top">
<div class="res">Date:</div>
</td>
<td width="10%" class="res" id="CitationJournalDateValue" noWrap="nowrap" vAlign="top" colSpan="3">
<div class="res">2004</div>
</td>
</tr>
<tr>
<td width="5%" class="CitationLabel" id="CitationJournalVolume" noWrap="nowrap" vAlign="top">
<div class="res">Volume:</div>
</td>
<td width="10%" class="CitationValue" id="CitationJournalVolumeValue" noWrap="nowrap" vAlign="top">
<div class="res">69</div>
</td>
<td width="5%" class="res" id="CitationJournalIssue" noWrap="nowrap" vAlign="top">
<div class="res">Issue:</div>
</td>
<td width="10%" class="res" id="CitationJournalIssueValue" noWrap="nowrap" vAlign="top">
<div class="res">2</div></td></tr></tbody></table>3.<br><div class="articleTitle"><p>
title:Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes^*1
</p></div><!--Element not supported - Type: 8 Name: #comment-->

<div class="authorsNoEnt" id="authorsAnchors"><div class="refMsg nojs" style="display: none;">This article is not included in your organization's subscription. However, you may be able to access this article under your organization's agreement with Elsevier.</div><!--Element not supported - Type: 8 Name: #comment--><strong>
<p>author: M. Arató, A. Kuki and A. Szabó</p><p>source:<b>Computers &amp; Mathematics with Applications</b><br>



Volume 31, Issue 11,


June 1996,


Pages 45-54 <br></p><p>4.</p></strong><div class="articleTitle"><p>
title: A result on the first-passage time of an Ornstein–Uhlenbeck process </p></div><!--Element not supported - Type: 8 Name: #comment-->

<div class="authorsNoEnt" id="authorsAnchors"><div class="refMsg nojs" style="display: none;">This article is not included in your organization's subscription. However, you may be able to access this article under your organization's agreement with Elsevier.</div><!--Element not supported - Type: 8 Name: #comment--><strong>
<p>author: Susanne Ditlevsen^{<img title="Corresponding Author Contact Information" alt="Corresponding Author Contact Information" src="http://www.sciencedirect.com/scidirimg/entities/REcor.gif" border="0">}^,^a^,^{<img title="E-mail The Corresponding Author" alt="E-mail The Corresponding Author" src="http://www.sciencedirect.com/scidirimg/entities/REemail.gif" border="0">}^,^{<img title="E-mail The Corresponding Author" alt="E-mail The Corresponding Author" src="http://www.sciencedirect.com/scidirimg/entities/REemail.gif" border="0">}</p>
</strong></div><strong>
</strong></div>source:<b>Statistics &amp; Probability Letters</b><br>



Volume 77, Issue 18,


December 2007,


Pages 1744-1749