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- W38487334 abstract "Quasi likelihood estimators defined by Wedderburn are derived for several nonlinear time series models. And also, the least squared estimator and Quasi-likelihood estimator are compared in sense of asymptotic relative efficiency at those models. Finally, we apply these estimations to a real data on exchanging rate and stock market prices." @default.
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- W38487334 date "2003-04-01" @default.
- W38487334 modified "2023-09-25" @default.
- W38487334 title "Efficient Quasi-likelihood Estimation for Nonlinear Time Series Models and Its Application" @default.
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- W38487334 doi "https://doi.org/10.5351/ckss.2003.10.1.101" @default.
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