A Generalized Quasi-Likelihood Estimation of a Poisson Process
نویسنده
چکیده
In this paper, generalized quasi-likelihood estimation for a Poisson Process model with a dependent structure is developed incorporating knowledge of skewness and kurtosis. This is a generalization of a similar idea proposed for independent observations by Godambe and Thompson (1989). The generalized quasi-score function is constructed on the basis of non-orthogonal estimating function invoking the method of Durairajan (1992).
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