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A note on the uniqueness of the quasi-likelihood estimator

✍ Scribed by George Tzavelas

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
219 KB
Volume
38
Category
Article
ISSN
0167-7152

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✦ Synopsis

The existence and the asymptotic performance of the quasi-likelihood estimator was studied by Kagan (1976), McCullagh (1983) and Morton (1981 ). However, their proof do not reveal whether multiple roots may yield one or more consistent solutions. In this paper, arguing as Cramer (1946( ), Huzurbazar (1948) ) we prove that if there is a consistent quasi-likelihood estimator, then it is unique with probability tending to one.

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