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| 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. |
| 关键词: 广义矩估计 强相合性 重对数律 |
| DOI： |
| 分类号:O211 |
| 基金项目:Supported by National Natural Science Foundation of China (11171262) |
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| THE LAW OF ITERATED LOGARITHM FOR GMM ESTIMATORS |
|
YANG Yan-qiu
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| Abstract: |
| 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. |
| Key words: generalized method of moments strong consistency law of iterated logarithm |
