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Volumn 24, Issue 1, 1996, Pages 405-422

Quasi-likelihood models and optimal inference

Author keywords

Autoregression; Efficient estimator; Markov chain; Quasi likelihood; Weighted nonlinear least squares

Indexed keywords


EID: 0030558595     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1033066217     Document Type: Article
Times cited : (30)

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