Quasi Likelihood and Semimartingales

Let {Y₁, Y₂, …} be a discrete time real-valued stochastic process. Suppose that thejoint distribution F of (Y₁, …Y _n ) belongs to a family ℱ of probability distributions on R ⁿ . Let θ = θ(F), F ∈ ℱ be a real-valued paramete • Let h _i be a real-valued function of _Y1, …, Y _i and θ such that