Sieve \(M\) inference on irregular parameters (Q2451802)

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scientific article; zbMATH DE number 6300676
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    Sieve \(M\) inference on irregular parameters
    scientific article; zbMATH DE number 6300676

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      Sieve \(M\) inference on irregular parameters (English)
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      4 June 2014
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      irregular functional
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      sieve \(M\) estimation
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      sieve \(t\) statistic
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      sieve likelihood ratio
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      zero information
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      semiparametric duration model
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