High-order steady-state diffusion approximations
Anton Braverman, J.G. Dai, Xiao Fang
| Year of publication: |
2024
|
|---|---|
| Authors: | Braverman, Anton ; Dai, J. G. ; Fang, Xiao |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 2, p. 604-616
|
| Subject: | convergence rate | diffusion approximation | moderate deviations | steady state | Stein’s method | Stochastic Models | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Neoklassisches Wachstumsmodell | Neoclassical growth model | Innovationsdiffusion | Innovation diffusion |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2362 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520812