Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood non linear models with stochastic regression

Xuejun Jiang, Tian Xia and Xueren Wang

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 13, 6229-6239

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.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:13:p:6229-6239

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DOI: 10.1080/03610926.2015.1129422

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