An iterative aggregation/disaggregation procedure for modelling the long-term behaviour of continuous-time evanescent random processes

Journal of Statistical Computation and Simulation

Volumn 56, Issue 1, 1996, Pages 77-95

  Stewart, D E ^a   Bebbington, M S ^b  

^a VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

^b MASSEY UNIVERSITY   (New Zealand)

Author keywords

Numerical algorithm; Quasistationary distribution; V cycle

Indexed keywords

EID: 0030354990     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659608811781     Document Type: Article

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