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

DOI10.1007/S10114-014-1410-XzbMath1305.62267OpenAlexW1969620610MaRDI QIDQ477916

Hong Chang Hu, Lei Song

Publication date: 10 December 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-014-1410-x

zbMATH Keywords

asymptotic distributionweak consistencyautoregressive processesquasi-maximum likelihood estimatorgeneralized linear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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