Measuring and managing market, credit and Op risk [104]

Go to: Summary | Previous | Next   
Bullet points include: Consistent Asymptotically Gaussian Where I(theta) is the ‘information matrix’, i.e.: Asymptotically efficient, in the sense that it is the consistent, asymptotically Gaussian estimator with the smallest variance

Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile