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Empirical Likelihood And Quantile Methods For Time Series

Efficiency, Robustness, Optimality, And Prediction

by Masanobu Taniguchi, Fumiya Akashi e Yan Liu
language: english
Publisher: SPRINGER VERLAG, SINGAPORE, December of 2018 ‧
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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.

Empirical Likelihood And Quantile Methods For Time Series

Efficiency, Robustness, Optimality, And Prediction

by Masanobu Taniguchi, Fumiya Akashi e Yan Liu

Property Description
ISBN: 9789811001512
Publisher: SPRINGER VERLAG, SINGAPORE
Release Date: December of 2018
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 136
Format: Book
Collection: Springerbriefs In Statistics
Categories: Books in English > Social Sciences and Humanities > Sociology
Books in English > Others
EAN: 9789811001512

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