Riemann manifold Langevin methods on stochastic volatility estimation
Mauricio Zevallos Loretta Gasco (Loretta Betzabe Rosa Gasco Campos); Ricardo Sandes Ehlers
Communications in Statistics - Simulation and Computation Philadelphia : Taylor and Francis v. 46, n. 10, p. 7942-7956, 2017
Philadelphia 2017
Localização:
ICMC - Inst. Ciên. Mat. Computação
(PROD 2872835 )(Acessar)