Estimating functions in indirect inference-Reference-Cited by-同舟云学术

Estimating functions in indirect inference

Published:2004-05 Issue:2 Volume:66 Page:447-462
ISSN:1369-7412
Container-title:Journal of the Royal Statistical Society: Series B (Statistical Methodology)
language:en
Short-container-title:J Royal Statistical Soc B

Author:

Heggland Knut,Frigessi Arnoldo

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1369-7412.2003.05341.x/fullpdf

Reference29 articles.

1. Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter

2. M. Billio, A. Monfort, and C. P. Robert (1998 ) The simulated likelihood ratio (SLR) method . Universita di Ca Foscari, Venice. (Available from http://citeseer.nj.nec.com/billio98simulated.html.)

3. Control variates for variance reduction in indirect inference: Interest rate models in continuous time

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