Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models
Koopman, Siem Jan, Lucas, André, Scharth, MarcelVolume:
33
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2014.925807
Date:
January, 2015
File:
PDF, 493 KB
english, 2015