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

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scientific article; zbMATH DE number 6132418
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A note on the accuracy of Markov-chain approximations to highly persistent AR(1) processes
scientific article; zbMATH DE number 6132418

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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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