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Improved generalized method of moments estimators for weakly dependent observations - MaRDI portal

Improved generalized method of moments estimators for weakly dependent observations (Q2851993)

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scientific article; zbMATH DE number 6213614
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Improved generalized method of moments estimators for weakly dependent observations
scientific article; zbMATH DE number 6213614

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    Improved generalized method of moments estimators for weakly dependent observations (English)
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    4 October 2013
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    \(\alpha \)-mixing
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    auxiliary information
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    blocking techniques
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    generalised empirical likelihood
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