Francoise Chatelin, The Spectral Approximation of Linear Operators with Applications to the Computation of Eigenelements of Differential and Integral Operators, SIAM Review, Vol. 23, No. 4 (Oct., 1981 ...

We study in detail the log-linear return approximation introduced by Campbell and Shiller (1988a). First, we derive an upper bound for the mean approximation error, given stationarity of the log ...