Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes

Hong Chang Hu; Lei Song

doi:10.1007/s10114-014-1410-x

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Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes

Hong Chang Hu Lei Song

Year: 2014 Journal: Acta Mathematica Sinica English Series Vol: 30 (12)Pages: 2085-2102 Publisher: Springer Science+Business Media

DOI: 10.1007/s10114-014-1410-x

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Keywords:

Mathematics Estimator Autoregressive model Consistency (knowledge bases) Differentiable function Asymptotic distribution Independent and identically distributed random variables Strong consistency Applied mathematics Zero (linguistics) Maximum likelihood Combinatorics Statistics Random variable Mathematical analysis Discrete mathematics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes

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