Optimal estimating function for weak location‐scale dynamic models (Q6176937)
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scientific article; zbMATH DE number 7731493
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| English | Optimal estimating function for weak location‐scale dynamic models |
scientific article; zbMATH DE number 7731493 |
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Optimal estimating function for weak location‐scale dynamic models (English)
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24 August 2023
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conditional moments
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optimality in Godambe's sense
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semi-parametric time series
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