Indirect inference for time series using the empirical characteristic function and control variates (Q5012858)
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scientific article; zbMATH DE number 7433904
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| English | Indirect inference for time series using the empirical characteristic function and control variates |
scientific article; zbMATH DE number 7433904 |
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Indirect inference for time series using the empirical characteristic function and control variates (English)
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25 November 2021
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asymptotic normality
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characteristic function
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control variates
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indirect inference estimation
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time series of counts
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SLLN
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variance reduction
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0.8031587600708008
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0.7677696943283081
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0.7677696943283081
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0.7577136158943176
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0.7437185049057007
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