Convergence theory of a numerical method for solving the Chapman-Kolmogorov equation

SIAM Journal on Numerical Analysis

Volumn 40, Issue 6, 2002, Pages 2337-2351

  Cai, Yuzhi ^a  

^a UNIVERSITY OF SURREY   (United Kingdom)

Author keywords

Convergence theory; Forecasting; Nonlinear autoregressive time series models; Numerical procedure

Indexed keywords

ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; FORECASTING; INTEGRATION; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

CONVERGENCE THEORY; NONLINEAR AUTOREGRESSIVE TIME SERIES MODELS; NUMERICAL PROCEDURES;

NONLINEAR EQUATIONS;

EID: 0346076807     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036142901390366     Document Type: Article

References (9)

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