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You want to estimate = E[Y] under the assumption that E[X] = 0, where Y and X are scalar and observed from a random
You want to estimate = E[Y] under the assumption that E[X] = 0, where Y and X are scalar and observed from a random sample. Find an efficient GMM estimator for .
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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
Authors: Roy D. Yates, David J. Goodman
3rd edition
1118324560, 978-1118324561
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