Empirical Likelihood and Quantile Methods for Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Empirical Likelihood and Quantile Methods for Time Series write by Yan Liu. This book was released on 2018-12-05. Empirical Likelihood and Quantile Methods for Time Series available in PDF, EPUB and Kindle. 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 first book to consider the generalized empirical likelihood applied to time series models in frequency domain and also the estimation motivated by minimizing quantile prediction error without assumption of true model. It provides the reader with a new horizon for understanding the prediction problem that occurs in time series modeling and a contemporary approach of hypothesis testing by the generalized empirical likelihood method. Nonparametric aspects of the methods proposed in this book also satisfactorily address economic and financial problems without imposing redundantly strong restrictions on the model, which has been true until now. Dealing with infinite variance processes makes analysis of economic and financial data more accurate under the existing results from the demonstrative research. The scope of applications, however, is expected to apply to much broader academic fields. The methods are also sufficiently flexible in that they represent an advanced and unified development of prediction form including multiple-point extrapolation, interpolation, and other incomplete past forecastings. Consequently, they lead readers to a good combination of efficient and robust estimate and test, and discriminate pivotal quantities contained in realistic time series models.
Research Papers in Statistical Inference for Time Series and Related Models
Research Papers in Statistical Inference for Time Series and Related Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Research Papers in Statistical Inference for Time Series and Related Models write by Yan Liu. This book was released on 2023-05-31. Research Papers in Statistical Inference for Time Series and Related Models available in PDF, EPUB and Kindle. This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes. The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.
Empirical Likelihood Method for Time Series Analysis
Empirical Likelihood Method for Time Series Analysis - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Empirical Likelihood Method for Time Series Analysis write by 小方浩明. This book was released on 2007. Empirical Likelihood Method for Time Series Analysis available in PDF, EPUB and Kindle.
Smoothed Empirical Likelihood Methods for Quantile Regression Models
Smoothed Empirical Likelihood Methods for Quantile Regression Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Smoothed Empirical Likelihood Methods for Quantile Regression Models write by Yoon-Jae Whang. This book was released on 2004. Smoothed Empirical Likelihood Methods for Quantile Regression Models available in PDF, EPUB and Kindle.
Empirical Likelihood
Empirical Likelihood - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Empirical Likelihood write by Art B. Owen. This book was released on 2001-05-18. Empirical Likelihood available in PDF, EPUB and Kindle. Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It al
