A dual geometry is introduced into the model. Some second-order asymptotic results of the quasi-likelihood estimate based on the dual geometry are obtained.
对于该模型引进了对偶几何,在此基础上得到了拟似然估计的二阶渐近性质。
2
When errors is a ar (1) time series, we studied the quasi-likelihood equation for the semiparametric model, and investigated the existence of quasi-maximum likelihood estimators.