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Details about Omiros Papaspiliopoulos

Homepage:http://www.econ.upf.edu/~omiros
Workplace:Departament d'Economia i Empresa (Department of Economics and Business), Universitat Pompeu Fabra (Pompeu Fabra University), Barcelona School of Economics (BSE), (more information at EDIRC)

Access statistics for papers by Omiros Papaspiliopoulos.

Last updated 2011-05-25. Update your information in the RePEc Author Service.

Short-id: ppa697

Jump to Journal Articles

Journal Articles

2011

  1. Bayesian non‐parametric hidden Markov models with applications in genomics
    Journal of the Royal Statistical Society Series B, 2011, 73, (1), 37-57 Downloads View citations (17)

2010

  1. Random‐weight particle filtering of continuous time processes
    Journal of the Royal Statistical Society Series B, 2010, 72, (4), 497-512 Downloads

2008

  1. Particle filters for partially observed diffusions
    Journal of the Royal Statistical Society Series B, 2008, 70, (4), 755-777 Downloads View citations (17)
  2. Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
    Biometrika, 2008, 95, (1), 169-186 Downloads View citations (48)

2006

  1. Exact and computationally efficient likelihood‐based estimation for discretely observed diffusion processes (with discussion)
    Journal of the Royal Statistical Society Series B, 2006, 68, (3), 333-382 Downloads View citations (61)

2004

  1. Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes
    Journal of the Royal Statistical Society Series B, 2004, 66, (2), 369-393 Downloads View citations (45)
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