A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction (Q5091824)
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scientific article; zbMATH DE number 7564532
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction |
scientific article; zbMATH DE number 7564532 |
Statements
A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction (English)
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27 July 2022
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approximate bias correction
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binding function
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bootstrap
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Edgeworth expansion
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GARCH model
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higher-order bias approximation
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higher-order mean square error approximation
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moment approximation
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Monte Carlo
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recursive indirect inference estimator
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stationary Gaussian ARFIMA model
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