Generalized look-ahead methods for computing stationary densities
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Publication:2925342
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Cites work
- scientific article; zbMATH DE number 758455 (Why is no real title available?)
- Basic properties of strong mixing conditions. A survey and some open questions
- Combinatorial methods in density estimation
- Computing Densities for Markov Chains via Simulation
- Computing the Distributions of Economic Models via Simulation
- Markov Chains and Stochastic Stability
- On the Markov chain central limit theorem
- Sampling-Based Approaches to Calculating Marginal Densities
- Sharp conditions for the CLT of linear processes in a Hilbert space
- Stability of stochastic optimal growth models: a new approach
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
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