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