Stephens David A

David A Stephens

Information about the author David A Stephens 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...
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