On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued
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 contin...
| Autor principal: | |
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| Formato: | Artículo |
| Lenguaje: | English |
| Publicado: |
Wiley
2013-01-01
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| Colección: | Journal of Mathematics |
| Acceso en línea: | http://dx.doi.org/10.1155/2013/515830 |
| _version_ | 1826822560451395584 |
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| author | Stelios Arvanitis |
| author_facet | Stelios Arvanitis |
| author_sort | Stelios Arvanitis |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2025-02-16T07:05:56Z |
| format | Article |
| id | doaj.art-ba43d92bd0cf4d0f9fc9b8dc1b0e3f8b |
| institution | Directory Open Access Journal |
| issn | 2314-4629 2314-4785 |
| language | English |
| last_indexed | 2025-02-16T07:05:56Z |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Mathematics |
| spelling | doaj.art-ba43d92bd0cf4d0f9fc9b8dc1b0e3f8b2025-02-03T06:11:38ZengWileyJournal of Mathematics2314-46292314-47852013-01-01201310.1155/2013/515830515830On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact ValuedStelios Arvanitis0Athens University of Economics and Business, Patision 76, 10434 Athens, GreeceWe 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.http://dx.doi.org/10.1155/2013/515830 |
| spellingShingle | Stelios Arvanitis On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued Journal of Mathematics |
| title | On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued |
| title_full | On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued |
| title_fullStr | On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued |
| title_full_unstemmed | On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued |
| title_short | On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued |
| title_sort | on the existence of strongly consistent indirect estimators when the binding function is compact valued |
| url | http://dx.doi.org/10.1155/2013/515830 |
| work_keys_str_mv | AT steliosarvanitis ontheexistenceofstronglyconsistentindirectestimatorswhenthebindingfunctioniscompactvalued |