GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS

DOI10.1017/S0266466600166010zbMath0968.62028MaRDI QIDQ2716472

Marine Carrasco, Jean-Pierre Florens

Publication date: 17 September 2001

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

generalized method of momentsdiffusion processescounting processesreproducing kernel Hilbert spaceoveridentifying restrictions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Applications of functional analysis in probability theory and statistics (46N30)

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