数学杂志2016,Vol.36Issue(2):246-252,7.
广义矩估计的重对数律
THE LAW OF ITERATED LOGARITHM FOR GMM ESTIMATORS
摘要
Abstract
In this article, we study the problem on GMM estimators. By using the strong limit condition, we obtain the result that the generalized method of moments obeys the law of iterated logarithm.关键词
广义矩估计/强相合性/重对数律Key words
generalized method of moments/strong consistency/law of iterated logarithm分类
数理科学引用本文复制引用
杨艳秋..广义矩估计的重对数律[J].数学杂志,2016,36(2):246-252,7.基金项目
Supported by National Natural Science Foundation of China (11171262) (11171262)