Quasi-likelihood models and optimal inference
Work
Year: 1996
Type: article
Abstract: Consider an ergodic Markov chain on the real line, with parametric models for the conditional mean and variance of the transition distribution. Such a setting is an instance of a quasi-likelihood mode... more
Source: The Annals of Statistics
Author Wolfgang Wefelmeyer
Cites: 45
Cited by: 47
Related to: 10
FWCI: 2.299
Citation percentile (by year/subfield): 82.77
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid