A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes (Q1934811)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes
scientific article

    Statements

    A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes (English)
    0 references
    0 references
    29 January 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    numerical methods
    0 references
    income processes
    0 references
    autoregressive process
    0 references
    0 references