Quasi-likelihood models and optimal inference (Q1922414)
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English | 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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