Numerically accelerated importance sampling for nonlinear non-Gaussian state space models

S.J. Koopman, A. Lucas, M. Scharth Figueiredo Pinto

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Name	TI Discussion Papers
No.	11-057/4

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title = "Numerically accelerated importance sampling for nonlinear non-Gaussian state space models",

author = "S.J. Koopman and A. Lucas and {Scharth Figueiredo Pinto}, M.",

year = "2011",

language = "English",

series = "TI Discussion Papers",

publisher = "Tinbergen Institute",

number = "11-057/4",

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T1 - Numerically accelerated importance sampling for nonlinear non-Gaussian state space models

AU - Koopman, S.J.

AU - Lucas, A.

AU - Scharth Figueiredo Pinto, M.

PY - 2011

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M3 - Working paper

T3 - TI Discussion Papers

BT - Numerically accelerated importance sampling for nonlinear non-Gaussian state space models

PB - Tinbergen Institute

CY - Amsterdam

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