Semiparametric estimation of Markov decision processes with continuous state space
From MaRDI portal
Publication:738126
DOI10.1016/j.jeconom.2011.10.003zbMath1441.62875OpenAlexW3023137316MaRDI QIDQ738126
Sorawoot Srisuma, Oliver B. Linton
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.10.003
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
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