Indirect inference for time series using the empirical characteristic function and control variates (Q5012858)
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scientific article; zbMATH DE number 7433904
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indirect inference for time series using the empirical characteristic function and control variates |
scientific article; zbMATH DE number 7433904 |
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Indirect inference for time series using the empirical characteristic function and control variates (English)
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25 November 2021
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asymptotic normality
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characteristic function
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control variates
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indirect inference estimation
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time series of counts
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SLLN
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variance reduction
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