Convergence Theory of a Numerical Method for Solving the Chapman--Kolmogorov Equation (Q4443574)

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scientific article; zbMATH DE number 2027706
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Convergence Theory of a Numerical Method for Solving the Chapman--Kolmogorov Equation
scientific article; zbMATH DE number 2027706

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    Convergence Theory of a Numerical Method for Solving the Chapman--Kolmogorov Equation (English)
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    18 January 2004
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    convergence theory
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    numerical procedure
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    nonlinear autoregressive time series models
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    forecasting
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