Fast indirect robust generalized method of moments

Computational Statistics and Data Analysis

Volumn 53, Issue 10, 2009, Pages 3571-3579

  Loisel, Sébastien ^a   Takane, Marina ^b  

^a Temple University   (United States)

^b NONE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATION TIME; DATA-SETS; DIFFUSION MODELS; ESTIMATING PARAMETERS; FIXED POINT ITERATIONS; GENERALIZED METHOD OF MOMENTS; GENERALIZED METHODS OF MOMENTS; HIGHER ORDERS; INTEREST RATES; MINIMAL POLYNOMIALS; PSEUDO-OBSERVATIONS; STATISTICAL MODELS;

APPROXIMATION THEORY; PARAMETER ESTIMATION; RUNGE KUTTA METHODS;

METHOD OF MOMENTS;

EID: 67349225418     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.03.021     Document Type: Article

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