A generalized quasi-likelihood estimation

DOI10.1016/S0378-3758(98)00227-4zbMath0943.62022MaRDI QIDQ1297581

Martin L. William, T. M. Durairajan

Publication date: 31 August 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

quasi-likelihoodnon-orthogonal estimating functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes (62M99)

Related Items (2)

Schwarz Methods for Quasi-Likelihood in Generalized Linear Models ⋮ Optimal estimating function for estimation and prediction in semi-parametric models

Cites Work

• Optimal estimating function for non-orthogonal model
• An extension of quasi-likelihood estimation
• The foundations of finite sample estimation in stochastic processes
• An Optimum Property of Regular Maximum Likelihood Estimation
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