Pitt, M., Malik, S., & Doucet, A. (2014). Simulated likelihood inference for stochastic volatility models using continuous particle filtering.
Chicago (17e ed.) BronvermeldingPitt, M., S. Malik, en A. Doucet. Simulated Likelihood Inference for Stochastic Volatility Models Using Continuous Particle Filtering. 2014.
MLA (9e ed.) BronvermeldingPitt, M., et al. Simulated Likelihood Inference for Stochastic Volatility Models Using Continuous Particle Filtering. 2014.
Let op: Deze citaties zijn niet altijd 100% accuraat.