Buch, Englisch, 136 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 236 g
Reihe: SpringerBriefs in Statistics
Efficiency, Robustness, Optimality, and Prediction
Buch, Englisch, 136 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 236 g
Reihe: SpringerBriefs in Statistics
ISBN: 978-981-10-0151-2
Verlag: Springer Nature Singapore
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
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.