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Jeongeun Kim, Ph.D.

Affiliations: 
2005 University of Pittsburgh, Pittsburgh, PA, United States 
Area:
Statistics
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David S. Stoffer grad student 2005 University of Pittsburgh
 (Parameter estimation in stochastic volatility models with missing data using particle methods and the EM algorithm.)

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Kim J, Stoffer DS. (2008) Fitting stochastic volatility models in the presence of irregular sampling via particle methods and the em algorithm Journal of Time Series Analysis. 29: 811-833
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