Partial quasi-likelihood analysis

被引:0
|
作者
Nakahiro Yoshida
机构
[1] University of Tokyo,Graduate School of Mathematical Sciences
[2] Japan Science and Technology Agency,CREST
关键词
Partial quasi-likelihood analysis; Large deviation; Quasi-maximum-likelihood estimator; Quasi-Bayesian estimator; Mixing; Partial mixing;
D O I
10.1007/s42081-018-0006-6
中图分类号
学科分类号
摘要
The quasi-likelihood analysis is generalized to the partial quasi-likelihood analysis. Limit theorems for the quasi-likelihood estimators, especially the quasi-Bayesian estimator, are derived in the situation where existence of a slow mixing component prohibits the Rosenthal type inequality from applying to the derivation of the polynomial type large deviation inequality for the statistical random field. We give two illustrative examples.
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页码:157 / 189
页数:32
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