Empirical Likelihood And Quantile Methods For Time Series Efficiency, Robustness, Optimality, And Prediction Springerbriefs In Statistics

Empirical Likelihood And Quantile Methods For Time Series Efficiency, Robustness, Optimality, And Prediction Springerbriefs In Statistics
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...