We study a Monte Carlo algorithm for computing marginal and stationary densities of stochastic models with the Markov property, establishing global asymptotic normality and () convergence. Asymptotic normality is used to derive error bounds in terms of the distribution of the norm deviation.
MLA
Stachurski, John, and Vance Martin. “Computing the Distributions of Economic Models via Simulation.” Econometrica, vol. 76, .no 2, Econometric Society, 2008, pp. 443-450, https://doi.org/10.1111/j.1468-0262.2008.00839.x
Chicago
Stachurski, John, and Vance Martin. “Computing the Distributions of Economic Models via Simulation.” Econometrica, 76, .no 2, (Econometric Society: 2008), 443-450. https://doi.org/10.1111/j.1468-0262.2008.00839.x
APA
Stachurski, J., & Martin, V. (2008). Computing the Distributions of Economic Models via Simulation. Econometrica, 76(2), 443-450. https://doi.org/10.1111/j.1468-0262.2008.00839.x
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