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prodrome 发表于 2025-3-24 15:15:01

https://doi.org/10.1007/978-981-10-0152-9Empirical Likelihood; Quantile Score; Heavy Tail; Efficiency; Robustness

Coeval 发表于 2025-3-24 19:59:47

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倔强一点 发表于 2025-3-25 01:37:13

Direkte Pflege (früher Grundpflege)ce the joint distribution of the time series does not have analytical expression even if the model is identified. Instead, an alternative method is to estimate the parameters of the time series model by minimizing contrast function. We introduce a new class of contrast functions for parameter estima
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查看完整版本: Titlebook: Empirical Likelihood and Quantile Methods for Time Series; Efficiency, Robustne Yan Liu,Fumiya Akashi,Masanobu Taniguchi Book 2018 The Auth