@ARTICLE\{IMM2000-01151, author = "J. N. Nielsen and H. Madsen and P. C. Young", title = "Parameter Estimation in Stochastic Differential Equations; An Overview", year = "2000", pages = "83-94", journal = "Annual Reviews in Control", volume = "24", editor = "", number = "", publisher = "", url = "http://www2.compute.dtu.dk/pubdb/pubs/1151-full.html" }