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Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105, Dellaportas, Petros and Roberts, Gareth O.
(2011)
Likelihood based inference for correlated diffusions.
Canadian Journal of Statistics, 39 (1).
pp. 52-72.
ISSN 0319-5724
Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105, Roberts, Gareth O. and Dellaportas, Petros
(2010)
Inference for stochastic volatility models using time change transformations.
Annals of Statistics, 38 (2).
pp. 784-807.
ISSN 0090-5364