摘要
本文研究了广义矩估计的性质.利用强相合性的条件,得到了广义矩估计满足重对数律的结果.
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.
出处
《数学杂志》
CSCD
北大核心
2016年第2期246-252,共7页
Journal of Mathematics
基金
Supported by National Natural Science Foundation of China(11171262)
关键词
广义矩估计
强相合性
重对数律
generalized method of moments
strong consistency
law of iterated logarithm
