Publications

A Class of Stochastic Volatility Models with Copula Dependencies
Patrick Aschermayr, Alexandros Beskos, Konstantinos Kalogeropoulos, Aristidis Nikolopoulos
Code Dataset
SIR-type State Space Models with Piecewise Constant Transmission Rates
Patrick Aschermayr, Konstantinos Kalogeropoulos, Nikolaos Demiris
Code Dataset
Sequential Bayesian Learning for Hidden Semi-Markov Models
Patrick Aschermayr, Konstantinos Kalogeropoulos
PDF Code Dataset
Sequential Bayesian Learning for State Space Models
Patrick Aschermayr