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Empirical Likelihood and Quantile Methods for Time Series

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In Stock (563)

£ 59.99

Description

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.

Book Details
EAN:
9789811001512
Binding:
Paperback / softback
Dimensions(mm):
235 x 155
Publication Date:
2018-12-17
Publication Country:
Singapore