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

Relatore
 Roberto Renò - University of Verona

Data
 18-set-2018 - Ora: 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
11-set-2018

Referente
Luigi Grossi
Dipartimento
Scienze Economiche