| 题名 | Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression |
| 作者 | |
| 通讯作者 | Xia, Tian |
| 发表日期 | 2015-08
|
| DOI | |
| 发表期刊 | |
| ISSN | 0167-7152
|
| EISSN | 1879-2103
|
| 卷号 | 103页码:37-45 |
| 摘要 | This paper proposes some mild regularity conditions analogous to those given by Wu (1981) and Chang (1999). On the basis of the proposed regularity conditions, the strong consistency as well as convergence rate for maximum quasi-likelihood estimator (MQLE) is obtained in quasi-likelihood nonlinear models (QLNMs) with stochastic regression. (C) 2015 Elsevier B.V. All rights reserved. |
| 关键词 | |
| 相关链接 | [来源记录] |
| 收录类别 | |
| 语种 | 英语
|
| 学校署名 | 其他
|
| 资助项目 | Science and Technology Foundation of Guizhou Province of China[(2008)2249]
|
| WOS研究方向 | Mathematics
|
| WOS类目 | Statistics & Probability
|
| WOS记录号 | WOS:000357353300007
|
| 出版者 | |
| 来源库 | Web of Science
|
| 引用统计 |
被引频次[WOS]：3
|
| 成果类型 | 期刊论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/29953 |
| 专题 | 理学院_数学系 商学院_金融系 金融数学与金融工程系 |
| 作者单位 | 1.Guizhou Univ Finance & Econ, Sch Math & Stat, Guiyang 550025, Peoples R China 2.South Univ Sci & Technol China, Dept Financial Math & Financial Engn, Shenzhen 518055, Peoples R China 3.Yunnan Univ, Dept Stat, Kunming 650091, Peoples R China |
| 推荐引用方式 GB/T 7714 |
Xia, Tian,Jiang, Xuejun,Wang, Xueren. Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression[J]. STATISTICS & PROBABILITY LETTERS,2015,103:37-45.
|
| APA |
Xia, Tian,Jiang, Xuejun,&Wang, Xueren.(2015).Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression.STATISTICS & PROBABILITY LETTERS,103,37-45.
|
| MLA |
Xia, Tian,et al."Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression".STATISTICS & PROBABILITY LETTERS 103(2015):37-45.
|
| 条目包含的文件 | ||||||
| 文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | 操作 | |
| xia2015.pdf（494KB） | -- | -- | 限制开放 | -- | ||
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
; 
修改评论