Riemann manifold Langevin methods on stochastic volatility estimation (2017)
Zevallos, Mauricio; Gasco, Loretta; Ehlers, Ricardo Sandes 
Source: Communications in Statistics - Simulation and Computation. Unidade: ICMC
Subjects: PROCESSOS ESTOCÁSTICOS, INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA
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ZEVALLOS, Mauricio e GASCO, Loretta e EHLERS, Ricardo Sandes. Riemann manifold Langevin methods on stochastic volatility estimation. Communications in Statistics - Simulation and Computation, v. 46, n. 10, p. 7942-7956, 2017Tradução . . Disponível em: https://doi.org/10.1080/03610918.2016.1255972. Acesso em: 11 nov. 2025.APA
Zevallos, M., Gasco, L., & Ehlers, R. S. (2017). Riemann manifold Langevin methods on stochastic volatility estimation. Communications in Statistics - Simulation and Computation, 46( 10), 7942-7956. doi:10.1080/03610918.2016.1255972NLM
Zevallos M, Gasco L, Ehlers RS. Riemann manifold Langevin methods on stochastic volatility estimation [Internet]. Communications in Statistics - Simulation and Computation. 2017 ; 46( 10): 7942-7956.[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/03610918.2016.1255972Vancouver
Zevallos M, Gasco L, Ehlers RS. Riemann manifold Langevin methods on stochastic volatility estimation [Internet]. Communications in Statistics - Simulation and Computation. 2017 ; 46( 10): 7942-7956.[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/03610918.2016.1255972
