Sujay Mukhoti

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Papers (3)

1. A New Class of Discrete-time Stochastic Volatility Model with Correlated Errors stat.AP · 2017 · author #1
2. Inverse problem for time-series valued computer model via scalarization stat.ME · 2016 · author #4
3. Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors stat.ME · 2016 · author #1

Mentions

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Frequent Coauthors

• Pritam Ranjan 3 shared papers
• Holger Teismann 1 shared papers
• Mark Thomas 1 shared papers