Items where Author is "Dellaportas, Petros"

Item Type No Grouping

Article

Inference for stochastic volatility models using time change transformations. Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros

Likelihood based inference for correlated diffusions. Kalogeropoulos, Konstantinos; Dellaportas, Petros; Roberts, Gareth O.