Testing the assumptions behind importance sampling
Year of publication: |
2009
|
---|---|
Authors: | Koopman, Siem Jan ; Shephard, Neil G. ; Creal, Drew |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 149.2009, 1, p. 2-11
|
Subject: | Ausreißer | Outliers | Erhebungstechnik | Data collection method |
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