Skip to content
Scan a barcode
Scan
Paperback Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Optimality, and Prediction Book

ISBN: 9811001510

ISBN13: 9789811001512

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

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 first book to consider the generalized empirical likelihood applied to time series models in frequency domain and also the estimation motivated by minimizing...

Recommended

Format: Paperback

Condition: New

$59.99
50 Available
Ships within 2-3 days

Customer Reviews

0 rating
Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
GoDaddy Verified and Secured