4. Statistics
  5. Methodology

Petros Dellaportas

Statistics – Methodology

Scientist

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Control Variates for Reversible MCMC Samplers

Statistics – Computation
Scientific paper

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Inference for stochastic volatility models using time change transformations

Statistics – Methodology
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Likelihood-based inference for correlated diffusions

Economy – Quantitative Finance – Statistical Finance
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Notes on Using Control Variates for Estimation with Reversible MCMC Samplers

Statistics – Computation
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Profile ID: LFWR-SCP-P-61368

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