Empirical Likelihood and Quantile Methods for Time Series Efficiency, Robustness, Optimality, and Prediction /

• Κύριοι συγγραφείς: Liu, Yan (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Akashi, Fumiya (http://id.loc.gov/vocabulary/relators/aut), Taniguchi, Masanobu (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Singapore : Springer Singapore : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: JSS Research Series in Statistics,
• Θέματα: Statistics .; Statistical Theory and Methods.; Statistics for Business, Management, Economics, Finance, Insurance.; Statistics for Social Sciences, Humanities, Law.

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. This is the...

Πίνακας περιεχομένων:

• Chapter 1. Introduction to Nonstandard Analysis in Time Series Analysis
• Chapter 2. Parameter Estimation by Quantile Prediction Error
• Chapter 3. Hypotheses Testing by Generalized Empirical Likelihood for Stable Processes
• Chapter 4. Higher Order Efficiency of Generalized Empirical Likelihood for Dependent Data
• Chapter 5. Robust Aspects of Empirical Likelihood for Unified Prediction Error
• Chapter 6. Applications.