SGMM : stochastic approximation to generalized method of moments
Xiaohong Chen, Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin and Myunghyun Song
| Year of publication: |
2025
|
|---|---|
| Authors: | Chen, Xiaohong ; Lee, Sokbae ; Liao, Yuan ; Seo, Myung Hwan ; Shin, Youngki ; Song, Myunghyun |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 23.2025, 1, Art.-No. nbad027, p. 1-40
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| Subject: | Stochastic Approximation | Generalized Method of Moments | Large Scale Data | Online Data | Random Scaling | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbad027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339150