Truncated quasi-score function in the 1-dependent and stationary case

The structure of the quasi-score function is investigated when the data is a realization of a 1-dependent and stationary sequence of random variables. A truncated quasi-score function is proposed, which leads to a simplified quasi-score without loss of efficiency.

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Year of publication:	2001
Authors:	Tzavelas, George ; Paliatsos, Athanasios G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 53.2001, 1, p. 1-9
Publisher:	Elsevier
Subject:	Location parameter m-Dependence Quasi-likelihood Stationarity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005258997