No Cover Image

Journal article 1512 views

Convergence Theory of a Numerical Method for Solving

Yuzhi Cai Orcid Logo

SIAM Journal on Numerical Analysis, Volume: 40

Swansea University Author: Yuzhi Cai Orcid Logo

Abstract

A convergence theory has been established for a new numericalmethod for solving Chapman-Kolmogorov equation (Cai, 2001a). The theoryhas been applied to many types ofnonlinear time series models in order to obtain \(m\)-step aheadpredictive probability density function, predictive cumulativedistribut...

Full description

Published in: SIAM Journal on Numerical Analysis
Published: 2003
URI: https://cronfa.swan.ac.uk/Record/cronfa15297
first_indexed 2013-08-22T01:57:38Z
last_indexed 2018-02-09T04:47:08Z
id cronfa15297
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2013-07-30T11:06:13.6670839</datestamp><bib-version>v2</bib-version><id>15297</id><entry>2013-07-30</entry><title>Convergence Theory of a Numerical Method for Solving</title><swanseaauthors><author><sid>eff7b8626ab4cc6428eef52516fda7d6</sid><ORCID>0000-0003-3509-9787</ORCID><firstname>Yuzhi</firstname><surname>Cai</surname><name>Yuzhi Cai</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2013-07-30</date><deptcode>CBAE</deptcode><abstract>A convergence theory has been established for a new numericalmethod for solving Chapman-Kolmogorov equation (Cai, 2001a). The theoryhas been applied to many types ofnonlinear time series models in order to obtain \(m\)-step aheadpredictive probability density function, predictive cumulativedistribution function, predictive mean and predictive variance.</abstract><type>Journal Article</type><journal>SIAM Journal on Numerical Analysis</journal><volume>40</volume><journalNumber></journalNumber><paginationStart/><paginationEnd>2351</paginationEnd><publisher/><placeOfPublication/><issnPrint/><issnElectronic/><keywords>convergence theory; numerical procedure; nonlinear autoregressive time series models; forecasting</keywords><publishedDay>30</publishedDay><publishedMonth>6</publishedMonth><publishedYear>2003</publishedYear><publishedDate>2003-06-30</publishedDate><doi/><url/><notes/><college>COLLEGE NANME</college><department>Management School</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>CBAE</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2013-07-30T11:06:13.6670839</lastEdited><Created>2013-07-30T11:06:13.6670839</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Yuzhi</firstname><surname>Cai</surname><orcid>0000-0003-3509-9787</orcid><order>1</order></author></authors><documents/><OutputDurs/></rfc1807>
spelling 2013-07-30T11:06:13.6670839 v2 15297 2013-07-30 Convergence Theory of a Numerical Method for Solving eff7b8626ab4cc6428eef52516fda7d6 0000-0003-3509-9787 Yuzhi Cai Yuzhi Cai true false 2013-07-30 CBAE A convergence theory has been established for a new numericalmethod for solving Chapman-Kolmogorov equation (Cai, 2001a). The theoryhas been applied to many types ofnonlinear time series models in order to obtain \(m\)-step aheadpredictive probability density function, predictive cumulativedistribution function, predictive mean and predictive variance. Journal Article SIAM Journal on Numerical Analysis 40 2351 convergence theory; numerical procedure; nonlinear autoregressive time series models; forecasting 30 6 2003 2003-06-30 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 2013-07-30T11:06:13.6670839 2013-07-30T11:06:13.6670839 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Yuzhi Cai 0000-0003-3509-9787 1
title Convergence Theory of a Numerical Method for Solving
spellingShingle Convergence Theory of a Numerical Method for Solving
Yuzhi Cai
title_short Convergence Theory of a Numerical Method for Solving
title_full Convergence Theory of a Numerical Method for Solving
title_fullStr Convergence Theory of a Numerical Method for Solving
title_full_unstemmed Convergence Theory of a Numerical Method for Solving
title_sort Convergence Theory of a Numerical Method for Solving
author_id_str_mv eff7b8626ab4cc6428eef52516fda7d6
author_id_fullname_str_mv eff7b8626ab4cc6428eef52516fda7d6_***_Yuzhi Cai
author Yuzhi Cai
author2 Yuzhi Cai
format Journal article
container_title SIAM Journal on Numerical Analysis
container_volume 40
publishDate 2003
institution Swansea University
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
description A convergence theory has been established for a new numericalmethod for solving Chapman-Kolmogorov equation (Cai, 2001a). The theoryhas been applied to many types ofnonlinear time series models in order to obtain \(m\)-step aheadpredictive probability density function, predictive cumulativedistribution function, predictive mean and predictive variance.
published_date 2003-06-30T10:47:55Z
_version_ 1850664996578525184
score 11.088971

Similar Items