A Note on the Accuracy of Markov-Chain Approximations to Highly Persistent AR(1)-Processes
Year of publication: |
2007-03-12
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Authors: | Floden, Martin |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | numerical methods | income processes | autoregressive process |
Extent: | application/pdf application/zip |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 656 9 pages |
Classification: | C60 - Mathematical Methods and Programming. General |
Source: |
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A note on the accuracy of Markov-chain approximations to highly persistent AR(1)-processes
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