Jasra Ajay

Ajay Jasra

Information about the author Ajay Jasra will soon be added to the site.
Found 1 papers in total
Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
2011
We investigate simulation methodology for Bayesian inference in Lévy-driven...
Papers per page: