@inbook{719c56d500c84e1da3378b3dae9aafaf,
title = "Sequential Monte Carlo-ABC Methods for Estimation of Stochastic Simulation Models of the Limit Order Book",
author = "Gareth Peters and Efstathios Panayi and Fran{\c c}ois Septier",
year = "2018",
month = dec,
day = "7",
language = "English",
isbn = "978-1439881507",
series = "Handbooks of Modern Statistical Methods",
publisher = "Chapman & Hall",
editor = "Sisson, {Scott A } and Yanan Fan and Beaumont, {Mark }",
booktitle = "Handbook of Approximate Bayesian Computation",
address = "United Kingdom",
}