Semiparametric estimation of moment condition models with weakly dependent data
DOI10.1080/10485252.2016.1254781zbMath1369.62101OpenAlexW2550547276MaRDI QIDQ5266557
Francesco Bravo, Ba M. Chu, David T. Jacho-Chávez
Publication date: 16 June 2017
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/79686/1/MPRA_paper_79686.pdf
strong law of large numbersalpha-mixingempirical processescentral limit theoremsemiparametric estimationasymptotic theoryempirical likelihooduniform law of large numbersU-statisticstochastic equicontinuity
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
Related Items (3)
Cites Work
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