Empirical Likelihood and Quantile Methods for Time Series
Fumiya Akashi, Masanobu Taniguchi, Yan Liu
Springer Verlag, Singapore, 2018
73,25 €On orderDelivery: 2-3 weeks
This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite variance processes, not only from the point of view of efficiency but also from that of robustness and optimality by minimizing prediction error.
- ISBN-13
- 9789811001512
- ISBN-10
- 9811001510
- Publisher
- Springer Verlag, Singapore
- Year
- 2018
- Publication date
- 2018-12-17
- Pages
- 136
- Dimensions
- 235x155x