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"A flexible and automated likelihood based framework for inference in ..."

Hans J. Skaug, Jun Yu (2014)

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DOI: 10.1016/J.CSDA.2013.10.005

access: closed

type: Journal Article

metadata version: 2022-04-12

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Hans J. Skaug, Jun Yu:
A flexible and automated likelihood based framework for inference in stochastic volatility models. Comput. Stat. Data Anal. 76: 642-654 (2014)

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