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

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Relatore:  Roberto Renò - University of Verona
  martedì 18 settembre 2018 alle ore 12.00 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.
Referente
Luigi Grossi
Referente esterno
Data pubblicazione
11 settembre 2018
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