شماره ركورد كنفرانس :
3140
عنوان مقاله :
Asymptotic properties of quasi - likelihood and maximum likelihood estimators in the second order Markov chains
عنوان به زبان ديگر :
Asymptotic properties of quasi - likelihood and maximum likelihood estimators in the second order Markov chains
پديدآورندگان :
Yaripour M.J نويسنده Department of Statisties - University of Mazandaran Babolsar - Iran , Mohammadpour M نويسنده Department of Statisties - University of Mazandaran Babolsar - Iran , Nematollahi A.R نويسنده Department of Statistics - Shiraz University - Shiraz - Iran
كليدواژه :
Efficiency , Quasi likelihood , Second order Markov chain , Maximum Likelihood
عنوان كنفرانس :
يازدهمين كنفرانس آمار ايران
چكيده لاتين :
The likelihood inference in the theory of many spatial models with high dimensional dependencies is too difficult. To overcome the problem. this paper studies the efficiency of the quasi likelihood estimators with its full maximum likelihood estimators for second order Markov chain models. besides the limiting normality results on the asymptotic properties of the associated estimates. The numerical comparisons with other estimators are carried out.
شماره مدرك كنفرانس :
4219389
