Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes

DOI10.1007/s10114-014-1410-xzbMath1305.62267MaRDI QIDQ477916

Hong Chang Hu, Lei Song

Publication date: 10 December 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-014-1410-x

zbMATH Keywords

asymptotic distribution; weak consistency; autoregressive processes; quasi-maximum likelihood estimator; generalized linear model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J12: Generalized linear models (logistic models)

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