Kalogeropoulos, Konstantinos; Dellaportas, Petros; Roberts, Gareth O. Likelihood-based inference for correlated diffusions. (English. French summary) Zbl 1221.65027 Can. J. Stat. 39, No. 1, 52-72 (2011). MSC: 65C60 60J60 91B84 62M99 62F15 PDFBibTeX XMLCite \textit{K. Kalogeropoulos} et al., Can. J. Stat. 39, No. 1, 52--72 (2011; Zbl 1221.65027) Full Text: DOI arXiv
Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros Inference for stochastic volatility models using time change transformations. (English) Zbl 1189.91220 Ann. Stat. 38, No. 2, 784-807 (2010). Reviewer: Thomas Wakefield (Youngstown) MSC: 91G60 65C05 65C60 PDFBibTeX XMLCite \textit{K. Kalogeropoulos} et al., Ann. Stat. 38, No. 2, 784--807 (2010; Zbl 1189.91220) Full Text: DOI arXiv
Dellaportas, Petros; Friel, Nial; Roberts, Gareth O. Bayesian model selection for partially observed diffusion models. (English) Zbl 1436.62407 Biometrika 93, No. 4, 809-825 (2006). MSC: 62M09 60J60 62P05 PDFBibTeX XMLCite \textit{P. Dellaportas} et al., Biometrika 93, No. 4, 809--825 (2006; Zbl 1436.62407) Full Text: DOI Link
Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. (English) Zbl 1062.62049 J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 2, 369-393 (2004). MSC: 62F15 62M99 62P05 65C40 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 2, 369--393 (2004; Zbl 1062.62049) Full Text: DOI
Dellaportas, Petros; Giudici, Paolo; Roberts, Gareth Bayesian inference for nondecomposable graphical Gaussian models. (English) Zbl 1192.62090 Sankhyā 65, No. 1, 43-55 (2003). MSC: 62F15 05C90 62D05 PDFBibTeX XMLCite \textit{P. Dellaportas} et al., Sankhyā 65, No. 1, 43--55 (2003; Zbl 1192.62090)
Dellaportas, Petros; Roberts, Gareth O. An introduction to MCMC. (English) Zbl 1035.62083 Møller, Jesper (ed.), Spatial statistics and computational methods. New York, NY: Springer (ISBN 0-387-00136-0/pbk). Lect. Notes Stat. 173, 1-41 (2003). MSC: 62M05 62F15 65C40 62M30 PDFBibTeX XMLCite \textit{P. Dellaportas} and \textit{G. O. Roberts}, Lect. Notes Stat. 173, 1--41 (2003; Zbl 1035.62083)