On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
| Year of publication: |
2012
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|---|---|
| Authors: | Pitt, Michael K. ; Silva, Ralph dos Santos ; Giordani, Paolo ; Kohn, Robert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 171.2012, 2, p. 134-152
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