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ON QUASI‐LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS
Author(s) -
Heyde C.C.,
Lin Y.X.
Publication year - 1992
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1992.tb01353.x
Subject(s) - heteroscedasticity , estimation , econometrics , maximum likelihood , regression , regression analysis , mathematics , computer science , statistics , economics , management
Summary This paper is concerned with quasi‐likelihood estimation methods which provide benchmarks in efficiency against which other methods may be as sessed. We discuss general principles and illustrate them by the estimation of parameters for branching processes with immigration and heteroscedastic regression models.