Fast indirect robust generalized method of moments
type: Item
instance of: scholarly article
title: Fast indirect robust generalized method of moments
zbMATH Open document ID: 1453.62142
author: Sébastien Loisel
author: Marina Takane
published in: Computational Statistics and Data Analysis
publication date: 2010-04-01T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5689115
MaRDI profile type: Publication
full work available at URL: j.csda.2009.03.021
OpenAlex ID: W2154159030
cites work: High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
cites work: Robust Indirect Inference
cites work: Large Sample Properties of Generalized Method of Moments Estimators
cites work: Robust inference with GMM estimators
cites work: Extrapolation Methods for Vector Sequences
DOI: 10.1016/J.CSDA.2009.03.021
description: scientific article; zbMATH DE number 5689115