Pitt, M., Malik, S., & Doucet, A. (2014). Simulated likelihood inference for stochastic volatility models using continuous particle filtering.
Chicago-Zitierstil (17. Ausg.)Pitt, M., S. Malik, und A. Doucet. Simulated Likelihood Inference for Stochastic Volatility Models Using Continuous Particle Filtering. 2014.
MLA-Zitierstil (9. Ausg.)Pitt, M., et al. Simulated Likelihood Inference for Stochastic Volatility Models Using Continuous Particle Filtering. 2014.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.