A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes (Q1934811)
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English | A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes |
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A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes (English)
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29 January 2013
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numerical methods
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income processes
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autoregressive process
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