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Empirical Likelihood and Quantile Methods for Time Series

- Efficiency, Robustness, Optimality, and Prediction

af Yan Liu
Bag om Empirical Likelihood and Quantile Methods for Time Series

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811001512
  • Indbinding:
  • Paperback
  • Sideantal:
  • 136
  • Udgivet:
  • 17. december 2018
  • Udgave:
  • 12018
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 454 g.
  • 8-11 hverdage.
  • 16. januar 2025
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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.

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