广义矩估计的重对数律

摘要

In this article, we study the problem on GMM estimators. By using the strong limit condition, we obtain the result that the generalized method of moments obeys the law of iterated logarithm.%本文研究了广义矩估计的性质。利用强相合性的条件，得到了广义矩估计满足重对数律的结果。