GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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Publication:2716472
DOI10.1017/S0266466600166010zbMath0968.62028MaRDI QIDQ2716472
Marine Carrasco, Jean-Pierre Florens
Publication date: 17 September 2001
Published in: Econometric Theory (Search for Journal in Brave)
generalized method of momentsdiffusion processescounting processesreproducing kernel Hilbert spaceoveridentifying restrictions
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Applications of functional analysis in probability theory and statistics (46N30)
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