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

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

Research output: Working paperProfessional

196 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages28
Publication statusPublished - 2011

Publication series

NameTI Discussion Papers
No.11-057/4

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