Empirical likelihood and quantile methods for time series: efficiency, robustness, optimality, and prediction
Auteur :
Liu, Yan / Akashi, Fumiya / Taniguchi, Masanobu
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811001512
Date de publication :
17 déc. 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
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.