ON QUASI‐LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS
Chris C. Heyde, Yan‐Xia Lin · Australian Journal of Statistics · 1992
Summary This paper is concerned with quasi‐likelihood estimation methods which provide benchmarks in efficiency against which other methods may be as sessed. We discuss general principles and illustrate them by the estimation of parameters for branching processes with immigration and heteroscedastic regression models.