Joint Estimation Using Quadratic Estimating Function
نویسندگان
چکیده
منابع مشابه
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 informative. In this paper, a general framework for joint estimation of conditional mean and variance para...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2011
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2011/372512