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451.
452.
Xiaohong Chen Oliver Linton Ingrid Van Keilegom 《Econometrica : journal of the Econometric Society》2003,71(5):1591-1608
We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some nonparametric estimators that can themselves depend on the parameters to be estimated. Our results extend existing theories such as those of Pakes and Pollard (1989), Andrews (1994a), and Newey (1994). We also show that bootstrap provides asymptotically correct confidence regions for the finite dimensional parameters. We apply our results to two examples: a ‘hit rate’ and a partially linear median regression with some endogenous regressors. 相似文献
453.
We introduce a family of generalized‐method‐of‐moments estimators of the parameters of a continuous‐time Markov process observed at random time intervals. The results include strong consistency, asymptotic normality, and a characterization of standard errors. Sampling is at an arrival intensity that is allowed to depend on the underlying Markov process and on the parameter vector to be estimated. We focus on financial applications, including tick‐based sampling, allowing for jump diffusions, regime‐switching diffusions, and reflected diffusions. 相似文献
454.
The generative perspective in therapy understands relations and dialogue as a generative social space where participants can promote innovative resources and possibilities for themselves, and their relations and circumstances, along with new social ecologies. It focuses on the creative dimensions of human relationality. This epistemological and clinical perspective has a heuristic value that allows us to discern and work with micro dialogues—micro processes of creative, generative dialogues—in the ongoing dialogue, mindful of the opportunities for creativity and innovation they provide. The generative perspective promotes creative processes and transformations to help clients build possible and viable futures when faced with problems, conflicts and challenges. It involves the dialogical and relational co-creation of resources and possibilities, and actions for implementation. The perspective is illustrated with a therapy process involving a 3-year follow-up. The paper includes a section where differences and similarities between dialogical perspectives are presented. 相似文献