De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811001512
  • Indbinding:
  • Paperback
  • Sideantal:
  • 136
  • Udgivet:
  • 17. December 2018
  • Udgave:
  • 12018
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 454 g.
  • 8-11 hverdage.
  • 4. Oktober 2024
På lager

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af 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.

Brugerbedømmelser af Empirical Likelihood and Quantile Methods for Time Series



Find lignende bøger
Bogen Empirical Likelihood and Quantile Methods for Time Series findes i følgende kategorier: