Answers are grounded in this paper and cite their sources.
Working from a known characteristic function, integration rules for the computation of the multivariate distribution function are derived. Procedures for the automatic selection of step sizes are one particular strength of the proposed method. Examples of the use of the procedure are given.
No takes yet. Share an insight, caveat, or question.
Neil Shephard (1991) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: