Pitt, M., Malik, S., & Doucet, A. (2014). Simulated likelihood inference for stochastic volatility models using continuous particle filtering.

Pitt, M., S. Malik, and A. Doucet. Simulated Likelihood Inference for Stochastic Volatility Models Using Continuous Particle Filtering. 2014.

Pitt, M., et al. Simulated Likelihood Inference for Stochastic Volatility Models Using Continuous Particle Filtering. 2014.