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

Xuejun Jiang; Tian Xia; Xueren Wang

doi:10.1080/03610926.2015.1129422

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

Xuejun Jiang Tian Xia Xueren Wang

Year: 2016 Journal: Communication in Statistics- Theory and Methods Vol: 46 (13)Pages: 6229-6239 Publisher: Taylor & Francis

DOI: 10.1080/03610926.2015.1129422

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Abstract

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.

Keywords:

Mathematics Asymptotic distribution Consistency (knowledge bases) Applied mathematics Strong consistency Maximum likelihood Estimator Statistics Linear regression Quasi-likelihood Regression analysis Maximum likelihood sequence estimation Count data

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

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

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