Inference for stochastic volatility models using time change transformations
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Publication:2380088
DOI10.1214/09-AOS702zbMath1189.91220arXiv0711.1594MaRDI QIDQ2380088
Gareth O. Roberts, Petros Dellaportas, Konstantinos Kalogeropoulos
Publication date: 24 March 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.1594
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