Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression |
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| Authors: | Xuejun Jiang Xueren Wang |
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| Affiliation: | 1. Department of Mathematics, Southern University of Science and Technology of China, Shenzhen, China;2. Department of Statistics, Yunnan University, Kunming, China |
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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. |
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| Keywords: | Asymptotic normality maximum quasi-likelihood estimator quasi-likelihood non linear models with stochastic regression strong consistency |
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