Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression

Tian Xia; Xuejun Jiang; Xueren Wang

doi:10.1016/j.spl.2015.04.016

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Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression

Tian Xia Xuejun Jiang Xueren Wang

Year: 2015 Journal: Statistics & Probability Letters Vol: 103 Pages: 37-45 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2015.04.016

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Keywords:

Mathematics Consistency (knowledge bases) Strong consistency Estimator Maximum likelihood Statistics Applied mathematics Nonlinear regression Nonlinear system Maximum likelihood sequence estimation Rate of convergence Econometrics Regression analysis Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

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Risk and Portfolio Optimization

Social Sciences → Decision Sciences → Management Science and Operations Research

Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression

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