Empirical Likelihood and Quantile Methods for Time Series

Name: Empirical Likelihood and Quantile Methods for Time Series
Brand: Springer Verlag, Singapore
SKU: 2371500
Author: Masanobu Taniguchi

Masanobu Taniguchi, Yan Liu, Fumiya Akashi

Springer Verlag, Singapore

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Krátký popis

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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Výběr knih autorů Masanobu Taniguchi , Yan Liu , Fumiya Akashi