Abstract
We begin in Section 5.2 by introducing the concept of a contrast function; examples are presented to illustrate how the minimum contrast method, under suitable “identifiability” conditions, includes some commonly used statistical parameter-estimation methods. In Section 5.3, minimum contrast estimators (MCE’s) are defined and conditions sufficient for their strong consistency are presented. We close the chapter in Section 5.4 with some brief comments on related results.
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© 1989 Springer-Verlag Berlin Heidelberg
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Hernández-Lerma, O. (1989). Parameter Estimation in MCM’s. In: Adaptive Markov Control Processes. Applied Mathematical Sciences, vol 79. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-8714-3_5
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DOI: https://doi.org/10.1007/978-1-4419-8714-3_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6454-5
Online ISBN: 978-1-4419-8714-3
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