Fixed size confidence regions for parameters of stationary processes based on a minimum contrast estimator
Takayuki Shiohama
| Year of publication: |
2005
|
|---|---|
| Other Persons: | Shiohama, Takayuki (contributor) |
| Publisher: |
Tokyo : Project on Intergenerational Equity, Inst. of Economic Research, Hitotsubashi Univ. |
| Subject: | Statistische Methode | Statistical method | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | Online-Ressource, 19 p. = 149 KB, text |
|---|---|
| Series: | PIE discussion paper series / Project on Intergenerational Equity, Institute of Economic Research, Hitotsubashi University. - Tōkyō, ZDB-ID 2198412-8. - Vol. 243 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003054584