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

Speaker
 Roberto Renò - University of Verona

Date
 Sep 18, 2018 - Time: 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.
Data pubblicazione
Sep 11, 2018

Contact person
Luigi Grossi
Department
Economics