Fast Efficient Importance Sampling by State Space Methods

S.J. Koopman, T.M. Nguyen

Research output: Working paperProfessional

114 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages19
Publication statusPublished - 2012

Publication series

NameTI Discussion Papers
No.12-008/4

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