Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression

作者：Jiang, Xuejun^*; Xia, Tian; Wang, Xueren

来源：Communications in Statistics - Theory and Methods, 2017, 46(13): 6229-6239.

DOI：10.1080/03610926.2015.1129422

• Asymptotic normality
• maximum quasi-likelihood estimator
• quasi-likelihood non linear models with stochastic regression
• strong consistency

In this paper, we establish the asymptotic properties of maximum quasi-likelihood estimator (MQLE) in quasi-likelihood non linear models (QLNMs) with stochastic regression under some mild regular conditions. We also investigate the existence, strong consistency, and asymptotic normality of MQLE in QLNMs with stochastic regression.

• 出版日期2017
• 单位云南大学; 贵州财经大学; 中国科学技术大学