Nearly weighted risk minimal unbiased estimation
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Publication:1740270
DOI10.1016/j.jeconom.2018.11.016zbMath1452.62667OpenAlexW2903749433WikidataQ128724816 ScholiaQ128724816MaRDI QIDQ1740270
Yu-Long Wang, Ulrich K. Müller
Publication date: 30 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.11.016
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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