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