Generalized Look-Ahead Methods for Computing Stationary Densities

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英文文献：Generalized Look-Ahead Methods for Computing Stationary Densities
英文文献作者：R. Anton Braun,Huiyu Li,John Stachurski
英文文献摘要：
The look-ahead estimator is used to compute densities associated with Markov processes via simulation. We study a framework that extends the look-ahead estimator to a much broader range of applications. We provide a general asymptotic theory for the estimator, where both L1 consistency and L2 asymptotic normality are established.

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