The integrated squared error estimation of parameters

By J. Chergui. 1996

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Kacper P. Chwialkowski
2. Aaditya Ramdas
3. Dino Sejdinovic
4. Arthur Gretton
5. Krikamol Muandet
6. Kenji Fukumizu
7. Bharath K. Sriperumbudur
8. Bernhard Schölkopf

Citations in the corpus

• Fast Two-Sample Testing with Analytic Representations of Probability Measures (2015, background): “The following result is proved in the Appendix.”
• Local explosion modelling by non‐causal process (2017, unknown): “See for example Homm and Breitung (2012) for a survey of unit root tests for detecting bubbles, and Evans (1991) and Charemza and Deadman (1995) for pitfalls in testing for explosive bubbles. Standard unit root tests, based on a difference between ρ̂n and 1, will fail in detecting locally explosive ”
• Characterization of Matrix-Exponential Distributions (2008, unknown): “The approach was extended in Heathcote [69] where some properties of the parameter estimators were established.”
• Empirical Characteristic Function Estimation and Its Applications (2004, unknown): “It offers a more general specification than models with a constant jump intensity (Merton (1976) and Jorion (1988)).”