All ebooks by Masanobu Taniguchi in PDF and EPUB

Empirical Likelihood and Quantile Methods for Time Series

Fumiya Akashi , Yan Liu , 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...