"Efficient importance sampling for ML estimation of SCD models."

Luc Bauwens, F. Galli (2009)

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DOI: 10.1016/J.CSDA.2008.02.014

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type: Journal Article

metadata version: 2023-09-16

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Luc Bauwens, F. Galli:
Efficient importance sampling for ML estimation of SCD models. Comput. Stat. Data Anal. 53(6): 1974-1992 (2009)

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