| Strong Consistency of Maximum Quasi-Likelihood Estimator in Quasi-Likelihood Nonlinear Models |
| Received:February 05, 2006 Revised:July 06, 2006 |
| Key Words:
maximum quasi-likelihood estimator quasi-likelihood nonlinear models strong consistency.
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| Fund Project:the Natural Science Foundation of Yunnan University (No. 2005Z007C); the Scientific Research Fund of Yunnan Provincial Education Department (No. 5Y0062A); Mathematical Tianyuan Fund of National Natural Science Foundation of China (No. 10626048); Special F |
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| Abstract: |
| This paper proposes some regularity conditions. On the basis of the proposed regularity conditions, we show the strong consistency of maximum quasi-likelihood estimation (MQLE) in quasi-likelihood nonlinear models (QLNM). Our results may be regarded as a further generalization of the relevant results in Ref. [4]. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.2008.01.024 |
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