Modified efficient importance sampling for partially non‐Gaussian state space models
نویسندگان
چکیده
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CHENG-DER FUH and INCHI HU 1 Graduate Institute of Statistics, National Central University, Chongli, Taiwan, Republic of China and Institute of Statistical Science, Academia Sinica, Nakang, Taipei 115, Taiwan, Republic of China. E-mail: [email protected] 2 Department of Information and Systems Management, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Honh Ko...
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ژورنال
عنوان ژورنال: Statistica Neerlandica
سال: 2018
ISSN: 0039-0402,1467-9574
DOI: 10.1111/stan.12128