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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...

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Published in: SIAM Journal on Numerical Analysis
Published: 2003
URI: https://cronfa.swan.ac.uk/Record/cronfa15297
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last_indexed 2018-02-09T04:47:08Z
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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 BAF 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 Accounting and Finance COLLEGE CODE BAF 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
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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 2003-06-30T03:17:25Z
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score 11.036706

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