Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Optimality, and Prediction
Author:   Yan Liu ,  Fumiya Akashi ,  Masanobu Taniguchi
Publisher:   Springer Verlag, Singapore
Edition:   2018 ed.
ISBN:  

9789811001512


Pages:   136
Publication Date:   17 December 2018
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Empirical Likelihood and Quantile Methods for Time Series: Efficiency, Robustness, Optimality, and Prediction


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Author:   Yan Liu ,  Fumiya Akashi ,  Masanobu Taniguchi
Publisher:   Springer Verlag, Singapore
Imprint:   Springer Verlag, Singapore
Edition:   2018 ed.
Weight:   0.454kg
ISBN:  

9789811001512


ISBN 10:   9811001510
Pages:   136
Publication Date:   17 December 2018
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Chapter 1. Introduction to Nonstandard Analysis in Time Series Analysis.- Chapter 2. Parameter Estimation by Quantile Prediction Error.- Chapter 3. Hypotheses Testing by Generalized Empirical Likelihood for Stable Processes.- Chapter 4. Higher Order Efficiency of Generalized Empirical Likelihood for Dependent Data.- Chapter 5. Robust Aspects of Empirical Likelihood for Unified Prediction Error.- Chapter 6. Applications.

Reviews

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 Siaulys, zbMath 1418.62012, 2019)


Author Information

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

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