Fumiya Akashi – författare
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2 produkter
2 produkter
Empirical Likelihood and Quantile Methods for Time Series
Efficiency, Robustness, Optimality, and Prediction
Häftad, Engelska, 2018
590 kr
Skickas inom 10-15 vardagar
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.
696 kr
Skickas inom 10-15 vardagar
This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models.