Prediction, Filtering and Smoothing in Non-linear and Non-normal Cases using Monte Carlo Integration
| Year of publication: |
1994
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|---|---|
| Authors: | Tanizaki, H. ; Mariano, R.S. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 9.1994, 2, p. 163-180
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