Quasi‐likelihood and its application, by Christopher C. Heyde
Jordan Stoyanov · International Journal of Stochastic Analysis · 1998
The new abbreviation QLE will become quite soon as common as are, e.g., the classical MLE andLSE.There are several and serious reasons for that.If you want to know why, you can read this review but do not miss the chance to read the book under review.There are non-standard and non-trivial but important statistical inference problems for probability distributions or for stochastic processes, which are not tractable by using the classical methods such as MLE or LSE.Due to works of V.P. Godambe, J. Durbin, D.L. McLeish, C.G. Small, and, especially, of the author of the present book, a new methodology was suggested, developing both the general theory and a large number of specific stochastic models.The name "Quasi-Likelihood Estimation"