Empirical Likelihood for Dependent Data

by Daniel Nordman and Soumendra N Lahiri

Empirical likelihood (EL) for time series and spatial data is an active area of research in statistics and econometrics. This book provides an accessible account of the empirical likelihood methodology and an up-to-date account of the latest advances on the topic. Applications for time series, econometrics, high-dimensional data and spatial data are covered as well as frequency domain empirical likelihood and long-range dependence.

The book...

• Format: Hardcover
• Language: English
• ISBN: 1119312760
• ISBN13: 9781119312765
• Release Date: August 2021
• Publisher: Wiley
• Length: 300 Pages