Browse by Authors

2007

Kalogeropoulos, Konstantinos and Roberts, Gareth O. and Dellaportas, Petros (2007): Inference for stochastic volatility model using time change transformations.

Kalogeropoulos, Konstantinos and Dellaportas, Petros and Roberts, Gareth O. (2007): Likelihood-based inference for correlated diffusions.

1 September 2011

Casella, Bruno and Roberts, Gareth O. (2011): Exact Simulation of Jump-Diffusion Processes with Monte Carlo Applications. Published in: Methodology and Computing in Applied Probability , Vol. 13, No. 3 (9 January 2010): pp. 449-473.

1 December 2011

Casella, Bruno and Roberts, Gareth O. and Stramer, Osnat (2011): Stability of Partially Implicit Langevin Schemes and Their MCMC Variants. Published in: Methodology and Computing in Applied Probability , Vol. 13, No. 4 (1 December 2011): pp. 835-854.