Number of items: 4.
2013
Sermaidis, Giorgos, Papaspiliopoulos, Omiros, Roberts, Gareth O., Beskos, Alexandros and Fearnhead, Paul
(2013)
Markov chain monte carlo for exact inference for diffusions.
Scandinavian Journal of Statistics, Volume 40
(Number 2).
pp. 294-321.
doi:10.1111/j.1467-9469.2012.00812.x
ISSN 0303-6898.
2011
Papaspiliopoulos, Omiros, Roberts, Gareth O. and Sermaidis, Giorgos
(2011)
Whether βtis nobler in the mind to suffer the slings and arrows of outrageous mixing problems, or to take arms against a sea of troubles, and by opposing end them?
Journal of Computational and Graphical Statistics, Vol.20
(No.3).
pp. 592-602.
doi:10.1198/jcgs.2011.203d
ISSN 1061-8600.
2007
Papaspiliopoulos, Omiros and Sermaidis, Giorgos
(2007)
Monotonicity properties of the Monte Carlo EM algorithm and connections with simulated likelihood.
Working Paper.
Coventry:
University of Warwick. Centre for Research in Statistical Methodology.
Working papers, Vol.2007
(No.24).
Papaspiliopoulos, Omiros and Sermaidis, Giorgos
(2007)
Parametric estimation of discretely observed diffusions using the EM algorithm.
Working Paper.
Coventry:
University of Warwick. Centre for Research in Statistical Methodology.
Working papers, Vol.2007
(No.21).
This list was generated on Fri Apr 19 02:52:46 2024 BST.