Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
Year of publication: |
2011
|
---|---|
Authors: | JASRA, AJAY ; STEPHENS, DAVID A. ; DOUCET, ARNAUD ; TSAGARIS, THEODOROS |
Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 38.2011, 1, p. 1-22
|
Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
Saved in:
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