Fumiya Akashi: 1 book
Empirical Likelihood and Quantile Methods for Time Series
Efficiency, Robustness, Optimality, and Prediction
Language: English
Release Date: December 5, 2018
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...
