On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued
Author
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-11-10
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
We provide sufficient conditions for the definition and the existence of strongly consistent indirect estimators when the binding function is a compact valued correspondence.
We use conditions that concern the asymptotic behavior of the epigraphs of the criteria involved, a relevant notion of continuity for the binding correspondence as well as an indirect identification condition that restricts the behavior of the aforementioned correspondence.
These are generalizations of the analogous results in the relevant literature and hence permit a broader scope of statistical models.
We examine simple examples involving Levy and ergodic conditionally heteroskedastic processes.
American Psychological Association (APA)
Arvanitis, Stelios. 2013. On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued. Journal of Mathematics،Vol. 2013, no. 2013, pp.1-14.
https://search.emarefa.net/detail/BIM-477818
Modern Language Association (MLA)
Arvanitis, Stelios. On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued. Journal of Mathematics No. 2013 (2013), pp.1-14.
https://search.emarefa.net/detail/BIM-477818
American Medical Association (AMA)
Arvanitis, Stelios. On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued. Journal of Mathematics. 2013. Vol. 2013, no. 2013, pp.1-14.
https://search.emarefa.net/detail/BIM-477818
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-477818