Optimal design approach to GMM estimation of parameters based on empirical transforms
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Publication:6574237
DOI10.1111/J.1751-5823.2008.00055.XMaRDI QIDQ6574237FDOQ6574237
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)
parameter estimationempirical Laplace transformempirical characteristic functionnormal inverse Gaussian modelnormal variance gamma model
Applications of statistics (62Pxx) Parametric inference (62Fxx) Inference from stochastic processes (62Mxx)
Cites Work
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