Truncated quasi-score function in the 1-dependent and stationary case

George Tzavelas and Athanasios G. Paliatsos

Statistics & Probability Letters, 2001, vol. 53, issue 1, 1-9

Abstract: The structure of the quasi-score function is investigated when the data is a realization of a 1-dependent and stationary sequence of random variables. A truncated quasi-score function is proposed, which leads to a simplified quasi-score without loss of efficiency.

Keywords: Location; parameter; m-Dependence; Quasi-likelihood; Stationarity (search for similar items in EconPapers)
Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00228-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:53:y:2001:i:1:p:1-9

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().