Publication:4409931

zbMath1030.65001MaRDI QIDQ4409931

Jean-Francois Richard, Wei Zhang

Publication date: 1 October 2003

zbMATH Keywords

algorithm; Monte Carlo integration; autocorrelation; latent variable models; proxies; acceleration techniques; simulated moments

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F10: Point estimation

65C05: Monte Carlo methods

91B02: Fundamental topics (basic mathematics, methodology; applicable to economics in general)

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