标题： 非高斯线性混合效应模型与系统噪声的高斯拟似然分析 显示英文标题

标题： Gaussian quasi-likelihood analysis for non-Gaussian linear mixed-effects model with system noise

摘要： 我们研究了一类具有系统噪声的混合效应模型的统计推断问题，其中系统噪声由非高斯积分型Ornstein-Uhlenbeck过程描述。 在个体数量趋于无穷大且个体间可能存在不均衡采样频率的渐近情形下，我们证明了高斯准似然函数的一些理论性质，随后得到了相应估计量的渐近正态性和尾概率估计。 除了联合推断外，我们还提出了一个三阶段推断策略，并对其进行了研究，揭示了它们在一阶上是等价的，但在二阶项上存在定量差异。 数值实验被提供以说明这些理论结果。 显示英文摘要

摘要： We consider statistical inference for a class of mixed-effects models with system noise described by a non-Gaussian integrated Ornstein-Uhlenbeck process. Under the asymptotics where the number of individuals goes to infinity with possibly unbalanced sampling frequency across individuals, we prove some theoretical properties of the Gaussian quasi-likelihood function, followed by the asymptotic normality and the tail-probability estimate of the associated estimator. In addition to the joint inference, we propose and investigate the three-stage inference strategy, revealing that they are first-order equivalent while quantitatively different in the second-order terms. Numerical experiments are given to illustrate the theoretical results.