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Found 106 Documents (Results 1–100)

Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction. (English) Zbl 1418.62012

SpringerBriefs in Statistics. JSS Research Series in Statistics. Singapore: Springer (ISBN 978-981-10-0151-2/pbk; 978-981-10-0152-9/ebook). x, 136 p. (2018).
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Optimal statistical inference in financial engineering. (English) Zbl 1152.62074

Boca Raton, FL: Chapman & Hall/CRC (ISBN 978-1-58488-591-7/hbk; 978-1-4200-1103-6/ebook). xii, 366 p. (2008).
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Asymptotic estimation theory of change-point problems for time series regression models and its applications. (English) Zbl 1042.62083

Athreya, Krishna (ed.) et al., Probability, statistics and their applications: Papers in honor of Rabi Bhattacharya. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-55-2/pbk). IMS Lect. Notes, Monogr. Ser. 41, 257-284 (2003).
MSC:  62M10 62F12 60F05
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Higher order asymptotic theory for some statistics in time series analysis. (English) Zbl 0876.62076

Proceedings of the 50th session of the International Statistical Institute, Beijing, China, August 21–29, 1995. Four books. Voorburg: International Statistical Institute, Bull. Int. Stat. Inst. 56(1-4), 481-496 (1995).
MSC:  62M10 62F12 62E20
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Two sample problem in time series analysis. (English) Zbl 0857.62046

Matsusita, K. (ed.) et al., Statistical sciences and data analysis. Proceedings of the third Pacific Area statistical conference, Makuhari, Japan, December 11-13, 1991. Utrecht: VSP. 165-174 (1993).
MSC:  62G10 62M10 62G20
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