مرکز منطقه ای اطلاع رساني علوم و فناوري - Likelihood-based inference for a class of multivariate diffusions with unobserved paths

Title of article :

Likelihood-based inference for a class of multivariate diffusions with unobserved paths

Author/Authors :

Konstantinos Kalogeropoulos، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

3092

To page :

3102

Keywords :

Data augmentation , Markov chain Monte Carlo , Stochastic Volatility , Heston model

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2007

Journal title :

Journal of Statistical Planning and Inference

Record number :

220525

Link To Document :