Quasi-likelihood models and optimal inference (Q1922414)

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Quasi-likelihood models and optimal inference
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    Quasi-likelihood models and optimal inference (English)
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    1 September 1996
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    ergodic Markov chain
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    quasi-likelihood model
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    maximum quasi-likelihood estimator
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    efficient estimators
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    estimating equations
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    weighted nonlinear one-step least squares estimator
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    conditional moments
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    transition distribution
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    autoregressive model
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