EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION

DOI10.1017/s0266466616000025zbMath1442.62732OpenAlexW2290925108MaRDI QIDQ61344

Marine Carrasco, Rachidi Kotchoni, Rachidi Kotchoni, Marine Carrasco

Publication date: 22 February 2016

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

Full work available at URL: https://doi.org/10.1017/s0266466616000025

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Markov processes: estimation; hidden Markov models (62M05)

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