Summary
Within the framework of estimating function theory, this paper provides a very general definition of quasi-likelihood estimating equations. Applications to stochastic processes are discussed. This work extends the previous results of Godambe (1985) and Hutton & Nelson (1986).
Résumé
Cet article étudie l’estimation des paramétres optimaux pour les processus stochastiques. Les équations d’estimation sont utilisées. Une définition très générale est présentéw pour l’estimateur de quasi-vraisemblance. Ce travail généralise les résultats de Godambe (1985) et de Hutton & Nelson (1986).
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Godambe, V.P., Heyde, C.C. (2010). Quasi-likelihood and Optimal Estimation. In: Maller, R., Basawa, I., Hall, P., Seneta, E. (eds) Selected Works of C.C. Heyde. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5823-5_49
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