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Quasi-likelihood and Optimal Estimation

  • Godambe V
  • Heyde C
Springer New York, (2010), 386-399
DOI: 10.1007/978-1-4419-5823-5_49
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Abstract

Within the framework of estimating function theory, this paper provides a very general definition of quasi-likelihood estimating equations. Applications to stochastic piocesses are discussed. This work extends the previous results of Godambe (1985) and Hutton & Nelson (1986).

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Godambe, V. P., & Heyde, C. C. (2010). Quasi-likelihood and Optimal Estimation. In Selected Works of C.C. Heyde (pp. 386–399). Springer New York. https://doi.org/10.1007/978-1-4419-5823-5_49

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