Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Op... (Bog, Paperback / softback, Engelsk)

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

(Bog, Paperback / softback, Engelsk)
Forfattere: Yan Liu, Fumiya Akashi, Masanobu Taniguchi

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Beskrivelse

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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Alle detaljer

Forlag Springer Verlag, Singapore
Forfattere Yan Liu, Fumiya Akashi, Masanobu Taniguchi
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2018 ed.
Udgivelsesdato 17-12-2018
Første udgivelsesår 2018
Serie SpringerBriefs in Statistics
Illustrationer 9 Illustrations, color; 1 Illustrations, black and white; X, 136 p. 10 illus., 9 illus. in color.
Originalsprog Singapore
Sideantal 136
Indbinding Paperback / softback
Forlag Springer Verlag, Singapore
Sideoplysninger 136 pages, 9 Illustrations, color; 1 Illustrations, black and white; X, 136 p. 10 illus., 9 illus. i
Mål 235 x 155
ISBN-13 / EAN-13 9789811001512