Asymptotic properties of quasi - likelihood and maximum likelihood estimators in the second order Markov chains

Asymptotic properties of quasi - likelihood and maximum likelihood estimators in the second order Markov chains

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.