A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction (Q5091824): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1111/ectj.12045 / rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/ectj.12045 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1975194301 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/ECTJ.12045 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 15:53, 30 December 2024
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)
0 references
27 July 2022
0 references
approximate bias correction
0 references
binding function
0 references
bootstrap
0 references
Edgeworth expansion
0 references
GARCH model
0 references
higher-order bias approximation
0 references
higher-order mean square error approximation
0 references
moment approximation
0 references
Monte Carlo
0 references
recursive indirect inference estimator
0 references
stationary Gaussian ARFIMA model
0 references
