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Empirical Likelihood and Quantile Methods for Time Series

By: Yan Liu (Author) , Fumiya Akashi (Author) , Masanobu Taniguchi (Author)

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Ksh 10,800.00

Format: Paperback or Softback

ISBN-13: 9789811001512

Publisher: Springer Verlag, Singapore

Publication Date: Dec 17th, 2018

Dimension: 23.50 x 15.50 x 45.40 cms

Category: Social research & statistics

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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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