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广义矩估计的重对数律
  • ISSN号：0255-7797
  • 期刊名称：《数学杂志》
  • 时间：0
  • 分类：O211[理学—概率论与数理统计;理学—数学]
  • 作者机构：武汉大学数学与统计学院,湖北武汉430072
  • 相关基金：Supported by National Natural Science Foundation of China（11171262）
作者： 杨艳秋
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
中文摘要：

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.

英文摘要：

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.

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期刊信息
  • 《数学杂志》
  • 北大核心期刊（2011版）
  • 主管单位:中华人民共和国教育部
  • 主办单位:武汉大学 湖北省数学学会 武汉数学学会
  • 主编：陈化
  • 地址：湖北武汉大学
  • 邮编：430072
  • 邮箱：jmath@whu.edu.cn
  • 电话：027-68754687
  • 国际标准刊号：ISSN：0255-7797
  • 国内统一刊号：ISSN：42-1163/O1
  • 邮发代号:38-71
  • 获奖情况:
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:3910