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Empirical Likelihood and Quantile Methods for Time Series

- Efficiency, Robustness, Optimality, and Prediction

By Yan Liu
About 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.

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  • Language:
  • English
  • ISBN:
  • 9789811001512
  • Binding:
  • Paperback
  • Pages:
  • 136
  • Published:
  • December 16, 2018
  • Edition:
  • 12018
  • Dimensions:
  • 155x235x0 mm.
  • Weight:
  • 454 g.
Delivery: 2-4 weeks
Expected delivery: November 28, 2024

Description of 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.

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