Braun, Maria P.; Meintanis, Simos G.; Melas, Viatcheslav B. - In: International Statistical Review 76 (2008) 3, pp. 387-400
Parameter estimation based on the generalized method of moments (GMM) is proposed. The proposed method employs a distance between an empirical and the corresponding theoretical transform. Estimation by the empirical characteristic function (CF) is a typical example, but alternative empirical...