[1] Gareth O. Roberts, Omiros Papaspiliopoulos, and Petros Dellaportas. Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. J. R. Stat. Soc. Ser. B Stat. Methodol., 66(2):369-393, 2004. [ bib | http | Abstract ]
[2] Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts, and Paul Fearnhead. Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes. J. R. Stat. Soc. Ser. B Stat. Methodol., 68(3):333-382, 2006. With discussions and a reply by the authors. [ bib | http | Abstract ]
[3] Alexandros Beskos, Omiros Papaspiliopoulos, and Gareth Roberts. Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Ann. Statist., 37(1):223-245, 2009. [ bib | http | Abstract ]
[4] O. Papaspiliopoulos, G. Roberts, and O. Stramer. Data augmentation for diffusions. Journal of Computational and Graphical Statistics, to appear, 2013. [ bib | .pdf | Abstract ]

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