Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models

2004 ◽  
Vol 47 (6) ◽  
pp. 882 ◽  
Author(s):  
Li YUE
Keyword(s):  
Maximum Likelihood ◽  
Generalized Linear Models ◽  
Maximum Likelihood Estimate ◽  
Strong Consistency ◽  
Linear Models ◽  
Likelihood Estimate ◽  
Quasi Maximum Likelihood

scholarly journals Hypothesis Testing in Generalized Linear Models with Functional Coefficient Autoregressive Processes

2012 ◽  
Vol 2012 ◽  
pp. 1-19
Author(s):  
Lei Song ◽  
Hongchang Hu ◽  
Xiaosheng Cheng
Keyword(s):  
Maximum Likelihood ◽  
Hypothesis Testing ◽  
Likelihood Ratio ◽  
Generalized Linear Models ◽  
Linear Models ◽  
Autoregressive Processes ◽  
Pseudo Likelihood ◽  
Quasi Maximum Likelihood ◽  
Functional Coefficient

The paper studies the hypothesis testing in generalized linear models with functional coefficient autoregressive (FCA) processes. The quasi-maximum likelihood (QML) estimators are given, which extend those estimators of Hu (2010) and Maller (2003). Asymptotic chi-squares distributions of pseudo likelihood ratio (LR) statistics are investigated.

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