Results for Cox–Ingersoll–Ross model • EM algorithm • Graphical models • Markov chain Monte Carlo methods • Monte Carlo maximum likelihood • Retrospective sampling

Publications & Outputs

1. Observed diffusion processes (with discussion).

   Beskos, A., Papaspiliopoulos, O., Roberts, G. O. & Fearnhead, P., 06/2006, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 68, 3, p. 333-382 50 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review