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- Porcu, Emilio, et al. Show all 2 Author
- Stochastic environmental research and risk assessment 2019 v.33 no.1 pp. 1-11
- data analysis; mixing; model validation; statistical models
- ... This paper introduces a weighted Z-estimator for moment condition models, assuming auxiliary information on the unknown distribution of the data and under the assumption of weak dependence (strong mixing processes). We model serial dependence through a simple nonparametric blocking device, routinely used in the bootstrap literature. The weights that carry the auxiliary information are computed by ...