Jeongeun Kim, Ph.D. - Publications
Affiliations: | 2005 | University of Pittsburgh, Pittsburgh, PA, United States |
Area:
StatisticsYear | Citation | Score | |||
---|---|---|---|---|---|
2008 | Kim J, Stoffer DS. Fitting stochastic volatility models in the presence of irregular sampling via particle methods and the em algorithm Journal of Time Series Analysis. 29: 811-833. DOI: 10.1111/J.1467-9892.2008.00584.X | 0.486 | |||
Show low-probability matches. |