Testing the assumptions behind importance sampling
| Year of publication: |
2009
|
|---|---|
| Authors: | Koopman, Siem Jan ; Shephard, Neil ; Creal, Drew |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 149.2009, 1, p. 2-12
|