Fast Efficient Importance Sampling by State Space Methods

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Name	TI Discussion Papers
No.	12-008/4

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@techreport{e42968f9ff9741838304ccf1a2513f91,

title = "Fast Efficient Importance Sampling by State Space Methods",

author = "S.J. Koopman and T.M. Nguyen",

year = "2012",

language = "English",

series = "TI Discussion Papers",

publisher = "Tinbergen Institute",

number = "12-008/4",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}