Optimal design approach to GMM estimation of parameters based on empirical transforms

DOI10.1111/J.1751-5823.2008.00055.XMaRDI QIDQ6574237FDO

Authors Maria P. Braun, Simos G. Meintanis, Viatcheslav B. Melas

Publication date 18 July 2024

Published in International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

parameter estimationempirical Laplace transformempirical characteristic functionnormal inverse Gaussian modelnormal variance gamma model

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Parametric inference (62Fxx) Inference from stochastic processes (62Mxx)

Cites work

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