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

International Statistical Review

Volumn 76, Issue 3, 2008, Pages 387-400

  Braun, Maria P ^a   Meintanis, Simos G ^b   Melas, Viatcheslav B ^a  

^a ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

^b UNIVERSITY OF ATHENS   (Greece)

Author keywords

Empirical characteristic function; Empirical Laplace transform; Normal inverse Gaussian model; Normal variance Gamma model; Parameter estimation

Indexed keywords

EID: 58149216942     PISSN: 03067734     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1751-5823.2008.00055.x     Document Type: Article

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