Control variate method for stationary processes

DOI10.1016/J.JECONOM.2011.05.003zbMath1441.62581OpenAlexW2054705239MaRDI QIDQ738040

Tomoyuki Amano, Masanobu Taniguchi

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.05.003

zbMATH Keywords

stationary processesspectral density matrixcontrol variate methodnonparametric spectral estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Editorial. Moment restriction-based econometric methods: an overview

Cites Work

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• Control Variate Remedies
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Simulation Techniques in Financial Risk Management
• Time Series

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