PARAMETER ESTIMATION IN STOCHASTIC VOLATILITY MODELS WITH MISSING DATA USING PARTICLE METHODS AND THE EM ALGORITHM
Year of publication: |
2005-10-05
|
---|---|
Authors: | Kim, Jeongeun |
Other Persons: | Anthony Brockwell (contributor) ; David S. Stoffer (contributor) ; Wesley Thompson (contributor) ; Ori Rosen (contributor) |
Publisher: |
PIT |
Subject: | Statistics |
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