Generalized look-ahead methods for computing stationary densities
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Publication:2925342
DOI10.1287/MOOR.1120.0547zbMATH Open1297.60045OpenAlexW2038983037MaRDI QIDQ2925342FDOQ2925342
Authors: R. Anton Braun, Huiyu Li, John Stachurski 
Publication date: 21 October 2014
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://www.cbe.anu.edu.au/researchpapers/econ/wp558.pdf
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Cites Work
- Markov Chains and Stochastic Stability
- Sampling-Based Approaches to Calculating Marginal Densities
- On the Markov chain central limit theorem
- Basic properties of strong mixing conditions. A survey and some open questions
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
- Combinatorial methods in density estimation
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
- Sharp conditions for the CLT of linear processes in a Hilbert space
- Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
- Title not available (Why is that?)
- Computing Densities for Markov Chains via Simulation
- Stability of stochastic optimal growth models: a new approach
- Computing the Distributions of Economic Models via Simulation
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