Joint Estimation Using Quadratic Estimating Function
A class of martingale estimating functions is convenient and plays an important role for inference for nonlinear time series models. However, when the information about the first four conditional moments of the observed process becomes available, the quadratic estimating functions are more informati...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2011/372512 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|