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Konstantinos Kalogeropoulos

Personal Details

First Name:Konstantinos
Middle Name:
Last Name:Kalogeropoulos
Suffix:
RePEc Short-ID:pka355
http://stats.lse.ac.uk/kalogeropoulos/
Department of Statistics London School of Economics Houghton Street London, WC2A 2AE United Kingdom
+44 (0)20 7955 6017

Affiliation

London School of Economics - Department of Statistics

http://www2.lse.ac.uk/statistics/home.aspx
London

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dureau, J. & Kalogeropoulos, K. & Vickerman, P. & Pickles, M. & Boily, M. C., 2016. "A Bayesian approach to estimate changes in condom use from limited human immunodeficiency virus prevalence data," LSE Research Online Documents on Economics 47602, London School of Economics and Political Science, LSE Library.
  2. Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik, 2013. "Advanced MCMC methods for sampling on diffusion pathspace," LSE Research Online Documents on Economics 46433, London School of Economics and Political Science, LSE Library.
  3. Dureau, Joseph & Kalogeropoulos, Konstantinos & Baguelin, Marc, 2013. "Capturing the time-varying drivers of an epidemic using stochastic dynamical systems," LSE Research Online Documents on Economics 41749, London School of Economics and Political Science, LSE Library.
  4. Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O., 2007. "Likelihood-based inference for correlated diffusions," MPRA Paper 5696, University Library of Munich, Germany.
  5. Kalogeropoulos, Konstantinos, 2007. "Likelihood-based inference for a class of multivariate diffusions with unobserved paths," LSE Research Online Documents on Economics 31423, London School of Economics and Political Science, LSE Library.
  6. Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2007. "Inference for stochastic volatility model using time change transformations," MPRA Paper 5697, University Library of Munich, Germany.

Articles

  1. Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik, 2013. "Advanced MCMC methods for sampling on diffusion pathspace," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1415-1453.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik, 2013. "Advanced MCMC methods for sampling on diffusion pathspace," LSE Research Online Documents on Economics 46433, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Beskos, Alexandros, 2014. "A stable manifold MCMC method for high dimensions," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 46-52.

  2. Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O., 2007. "Likelihood-based inference for correlated diffusions," MPRA Paper 5696, University Library of Munich, Germany.

    Cited by:

    1. Paolo Giudici & Laura Parisi, 2016. "CoRisk: measuring systemic risk through default probability contagion," DEM Working Papers Series 116, University of Pavia, Department of Economics and Management.
    2. Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2010. "Inference for stochastic volatility models using time change transformations," LSE Research Online Documents on Economics 31421, London School of Economics and Political Science, LSE Library.
    3. Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik, 2013. "Advanced MCMC methods for sampling on diffusion pathspace," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1415-1453.
    4. Paolo Giudici & Laura Parisi, 2015. "Modeling Systemic Risk with Correlated Stochastic Processes," DEM Working Papers Series 110, University of Pavia, Department of Economics and Management.

  3. Kalogeropoulos, Konstantinos, 2007. "Likelihood-based inference for a class of multivariate diffusions with unobserved paths," LSE Research Online Documents on Economics 31423, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2010. "Inference for stochastic volatility models using time change transformations," LSE Research Online Documents on Economics 31421, London School of Economics and Political Science, LSE Library.
    2. Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O., 2007. "Likelihood-based inference for correlated diffusions," MPRA Paper 5696, University Library of Munich, Germany.
    3. Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik, 2013. "Advanced MCMC methods for sampling on diffusion pathspace," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1415-1453.
    4. Golightly, A. & Wilkinson, D.J., 2008. "Bayesian inference for nonlinear multivariate diffusion models observed with error," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1674-1693, January.
    5. Dureau, Joseph & Kalogeropoulos, Konstantinos & Baguelin, Marc, 2013. "Capturing the time-varying drivers of an epidemic using stochastic dynamical systems," LSE Research Online Documents on Economics 41749, London School of Economics and Political Science, LSE Library.
    6. Huang Xiao, 2013. "Quasi-maximum likelihood estimation of multivariate diffusions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 179-197, April.

  4. Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2007. "Inference for stochastic volatility model using time change transformations," MPRA Paper 5697, University Library of Munich, Germany.

    Cited by:

    1. Cerrato, Mario & Lo, Chia Chun & Skindilias, Konstantinos, 2011. "Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions," SIRE Discussion Papers 2011-53, Scottish Institute for Research in Economics (SIRE).
    2. Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O., 2007. "Likelihood-based inference for correlated diffusions," MPRA Paper 5696, University Library of Munich, Germany.
    3. Mario Cerrato & Chia Chun Lo & Konstantinos Skindilias, 2011. "Adaptive continuous time Markov chain approximation model to general jump-diffusions," Working Papers 2011_16, Business School - Economics, University of Glasgow.
    4. Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik, 2013. "Advanced MCMC methods for sampling on diffusion pathspace," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1415-1453.
    5. Giorgos Sermaidis & Omiros Papaspiliopoulos & Gareth O. Roberts & Alexandros Beskos & Paul Fearnhead, 2013. "Markov Chain Monte Carlo for Exact Inference for Diffusions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 294-321, June.

Articles

  1. Beskos, Alexandros & Kalogeropoulos, Konstantinos & Pazos, Erik, 2013. "Advanced MCMC methods for sampling on diffusion pathspace," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1415-1453.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2007-11-17 2007-11-17 2014-03-08
  2. NEP-ETS: Econometric Time Series (2) 2007-11-17 2007-11-17
  3. NEP-ICT: Information & Communication Technologies (2) 2007-11-17 2007-11-17
  4. NEP-ORE: Operations Research (1) 2014-03-08

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