In this paper, the completeness and minimality properties of some random exponential system in a weighted Banach space of complex functions continuous on the real line for convex nonnegative weight are studied. The results may be viewed as a probabilistic version of Malliavin's classical results.
We focus on in this paper the convergence rate of the L-N estimators for the fixed effect β in Poisson-Gamma models which are typical hierarchical generalised linear models(HGLMs). Under the proper assumptions on response variables and some smoothing conditions, we obtain the strong consistency and the convergence rate of the L-N estimator based on the combination of L-N and quasi-likelihood.