Strong Consistency of Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models
Received:February 05, 2006  Revised:July 06, 2006
Key Words: maximum quasi-likelihood estimator   quasi-likelihood nonlinear models   strong consistency.  
Fund Project:the Natural Science Foundation of Yunnan University (No. 2005Z007C); the Scientific Research Fund of Yunnan Provincial Education Department (No. 5Y0062A); Mathematical Tianyuan Fund of National Natural Science Foundation of China (No. 10626048); Special F
Author NameAffiliation
XIA Tian Department of Statistics, Yunnan University, Yunnan 650091, China 
KONG Fan-chao Department of Mathematics, Anhui University, Anhui 230039, China 
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Abstract:
      This paper proposes some regularity conditions. On the basis of the proposed regularity conditions, we show the strong consistency of maximum quasi-likelihood estimation (MQLE) in quasi-likelihood nonlinear models (QLNM). Our results may be regarded as a further generalization of the relevant results in Ref. [4].
Citation:
DOI:10.3770/j.issn:1000-341X.2008.01.024
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