Tell your friends about this item:
Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Optimality, and Prediction - SpringerBriefs in Statistics 1st ed. 2018 edition
Yan Liu
Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Optimality, and Prediction - SpringerBriefs in Statistics 1st ed. 2018 edition
Yan Liu
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.
125 pages, X, 125 p.
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | December 17, 2018 |
ISBN13 | 9789811001512 |
Publishers | Springer Verlag, Singapore |
Pages | 136 |
Dimensions | 454 g |