Fast Efficient Importance Sampling by State Space Methods

S.J. Koopman, T.M. Nguyen

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages19
Publication statusPublished - 2012

Publication series

NameTI Discussion Papers
No.12-008/4

Cite this

Koopman, S. J., & Nguyen, T. M. (2012). Fast Efficient Importance Sampling by State Space Methods. (TI Discussion Papers; No. 12-008/4). Amsterdam: Tinbergen Institute.
Koopman, S.J. ; Nguyen, T.M. / Fast Efficient Importance Sampling by State Space Methods. Amsterdam : Tinbergen Institute, 2012. (TI Discussion Papers; 12-008/4).
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Koopman, SJ & Nguyen, TM 2012 'Fast Efficient Importance Sampling by State Space Methods' TI Discussion Papers, no. 12-008/4, Tinbergen Institute, Amsterdam.

Fast Efficient Importance Sampling by State Space Methods. / Koopman, S.J.; Nguyen, T.M.

Amsterdam : Tinbergen Institute, 2012. (TI Discussion Papers; No. 12-008/4).

Research output: Working paperProfessional

TY - UNPB

T1 - Fast Efficient Importance Sampling by State Space Methods

AU - Koopman, S.J.

AU - Nguyen, T.M.

PY - 2012

Y1 - 2012

M3 - Working paper

T3 - TI Discussion Papers

BT - Fast Efficient Importance Sampling by State Space Methods

PB - Tinbergen Institute

CY - Amsterdam

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Koopman SJ, Nguyen TM. Fast Efficient Importance Sampling by State Space Methods. Amsterdam: Tinbergen Institute. 2012. (TI Discussion Papers; 12-008/4).