Simulation-based Estimation of Continuous Dynamic Models
نویسنده
چکیده
This paper presents several results on consistency properties of simulation-based estimators for a general class of continuous dynamic models. The consistency of these estimators follows from a uniform convergence property of the sample paths over the vector of parameters. This convergence property is established under certain contractivity and monotonicity conditions on the dynamics of the system.
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تاریخ انتشار 2003