On combining quasi-likelihood estimating functions

C. C. Heyde

Stochastic Processes and their Applications, 1987, vol. 25, 281-287

Abstract: The comparison of competing estimating functions for a vector parameter of a stochastic process is discussed and the formation of combined quasi-likelihood estimating functions where this is advantageous. An example is given to illustrate the methodology.

Keywords: quasi-likelihood; estimating; functions; Martingales; optimality; in; estimation (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (4)

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