On importance sampling for state space models

S.J. Koopman, B.M.J.P. Jungbacker

Research output: Working paper / Preprint › Working paper › Professional

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Name	TI Discussion Paper
No.	05/117-4

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title = "On importance sampling for state space models",

author = "S.J. Koopman and B.M.J.P. Jungbacker",

year = "2005",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Instituut (TI)",

number = "05/117-4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}