An efficient stochastic generalized method of moments estimator for nonlinear moment models 9MMD2N7DQ1
| URI | m2://res/9MMD2N7DQ1 |
|---|---|
| Kind | preprint |
| Creators | Duy Nguyen |
| Date | 2026-10-09 |
| Subjects | arxiv stat.ME, arxiv econ.EM, arxiv math.PR, arxiv math.ST, arxiv stat.TH |
| Scope | border |
Expressions
e1: version, preprint
| Date | 2026-10-09 |
|---|---|
| Ids | arXiv 2610.12873 |
Items in this resource
The mentions of the inventory that name this resource. Each name links to the card of its inventory row.
| Item | Kind | Where | Source |
|---|---|---|---|
| 2WMX781DXT | statement | lemma 6.1 | arxiv |
| Stochastic volatility | example | example 2.3 | arxiv |
| $L$-dependent data | statement | theorem 5.1 | arxiv |
| Almost sure rates | statement | theorem 4.4 | arxiv |
| 9Q1JCCJJXD | statement | proposition 4.1 | arxiv |
| Nonlinear IV regression | example | example 2.2 | arxiv |
| Jacobian and weight estimates | statement | lemma 6.3 | arxiv |
| Recursive inversion | statement | lemma 3.2 | arxiv |
| Linear IV regression | example | example 2.1 | arxiv |
| Almost sure convergence | statement | theorem 4.3 | arxiv |
| Functional central limit theorem | statement | theorem 4.5 | arxiv |
| Online inference | statement | corollary 4.7 | arxiv |
| Jacobian and long-run weights | statement | lemma 6.5 | arxiv |
| Delayed martingale differences | statement | lemma 6.4 | arxiv |
| Data-driven parameter set | statement | corollary 4.2 | arxiv |
| TT1G2EYGNN | statement | lemma 6.2 | arxiv |
| Online overidentification test | statement | theorem 4.8 | arxiv |
| VJTKFFT1TQ | definition | definition | arxiv |
Catalogue records
- arxiv: 2610.12873 (work)