Roberto Renò (University of Verona) on "BUMVU Estimators" (Brown Bag Seminar)

Speaker:  Roberto Renò - University of Verona
  Tuesday, September 18, 2018 at 12:00 PM Polo Santa Marta, Via Cantarane 24, Sala Vaona
We develop the theory of minimum variance rolling block estimators. Paralleling the theory for UMVU estimators, we provide necessary and sufficient conditions for an estimator to be BUMVU. We apply the theory to solve classical problems in nonparametric regression and integrated volatility powers estimation.

Programme Director
Luigi Grossi

Publication date
September 11, 2018