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Results tagged with gm.general-mathematics
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user 80151
Questions about mathematics which don't fall into the other arXiv categories. If you have a general question about mathematics but it is not research level, it's off-topic but it might be welcomed on Mathematics Stack Exchange.
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How to find moment condition for generalized method of moments?
Consider a scalar system with $2K$ outputs and $K+2$ unknowns:
$y_{k,1}=x_ka_1+n_{k,1} \quad y_{k,2}=x_ka_2+n_{k,1}$.
The variables $n_{k,\ell}$ are zero mean noise variables.
To estimate $a_1$ and $ …
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