Optimal design approach to GMM estimation of parameters based on empirical transforms
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Publication:6574237
DOI10.1111/j.1751-5823.2008.00055.xMaRDI QIDQ6574237
Maria P. Braun, Simos G. Meintanis, Vyacheslav Borisovich Melas
Publication date: 18 July 2024
Published in: International Statistical Review (Search for Journal in Brave)
parameter estimationempirical characteristic functionempirical Laplace transformnormal inverse Gaussian modelnormal variance gamma model
Parametric inference (62Fxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)
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