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Empirical Likelihood and Quantile Methods for Time Series
Liu, Yan; Taniguchi, Masanobu; Akashi, Fumiya
€ 72.50
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Description for Empirical Likelihood and Quantile Methods for Time Series
Paperback. Series: SpringerBriefs in Statistics. Num Pages: 125 pages, biography. BIC Classification: JHBC; PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155. .
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 quantile prediction error without assumption of true model. It provides the reader with a new horizon for understanding the prediction problem that occurs in time series modeling and a contemporary approach of ... Read more
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 quantile prediction error without assumption of true model. It provides the reader with a new horizon for understanding the prediction problem that occurs in time series modeling and a contemporary approach of ... Read more
Product Details
Format
Paperback
Publication date
2018
Publisher
Springer Verlag, Singapore Singapore
Number of pages
125
Condition
New
Series
SpringerBriefs in Statistics
Number of Pages
136
Place of Publication
Singapore, Singapore
ISBN
9789811001512
SKU
V9789811001512
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Liu, Yan; Taniguchi, Masanobu; Akashi, Fumiya
Yan Liu, Dr., Waseda University, y.liu2@kurenai.waseda.jp, 3-4-1 Okubo, Shinjuku-ku, Tokyo 169-8555, Japan Fumiya Akashi, Dr., Waseda University, f.akashi@kurenai.waseda.jp, 3-4-1 Okubo, Shinjuku-ku, Tokyo 169-8555, Japan Masanobu Taniguchi, Professor, Research Importance Position, Research Institute for Science & Engineering, Waseda University, taniguchi@waseda.jp, 3-4-1 Okubo, Shinjuku-ku, Tokyo 169-8555, Japan
Reviews for Empirical Likelihood and Quantile Methods for Time Series
“The book is devoted to some questions of statistical inference for time series models. … The book can be useful for researches who are interested in time series analysis and statistical inference.” (Jonas Šiaulys, zbMath 1418.62012, 2019)