Empirical Likelihood and Quantile Methods for Time Series, 1st ed. 2018 Efficiency, Robustness, Optimality, and Prediction JSS Research Series in Statistics Series
Auteurs : Liu Yan, Akashi Fumiya, Taniguchi Masanobu
Deals with nonstandard settings such as infinite variance rather than weakly stationary time series
Demonstrates that methods for parameter estimation and hypotheses testing are essentially nonparametric so that they are appropriate for economics and finance
Explains that the methods are advanced and unified developments of multiple-point extrapolation and interpolation in frequency domain
Date de parution : 12-2018
Ouvrage de 136 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 58,01 €
Ajouter au panierThèmes d’Empirical Likelihood and Quantile Methods for Time Series :
Mots-clés :
Empirical Likelihood; Quantile Score; Heavy Tail; Efficiency; Robustness