//-->
Moments structure of â„“ <Subscript>1</Subscript>-stochastic volatility models
Neto, David, (2012)
Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient
Sardy, Sylvain, (2012)
Theory and Methods - On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions
Sardy, Sylvain, (2004)