Empirical likelihood and quantile methods for time series : efficiency, robustness, optimality, and prediction / Yan Liu, Fumiya Akashi, Masanobu Taniguchi.

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...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Liu, Yan (Author), Akashi, Fumiya (Author), Taniguchi, Masanobu (Author)
Format:	eBook
Language:	English
Published:	Singapore : Springer, [2018]
Series:	SpringerBriefs in statistics. JSS research series in statistics.
Subjects:	Time-series analysis. Finance > Econometric models.