Fréchet differentiability in statistical inference for time series
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Bibliographic InfoArticle provided by Springer in its journal Statistical Methods & Applications.
Volume (Year): 19 (2010)
Issue (Month): 4 (November)
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Web page: http://link.springer.de/link/service/journals/10260/index.htm
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- Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005.
"Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models,"
University of St. Gallen Department of Economics working paper series 2005
2005-01, Department of Economics, University of St. Gallen.
- Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
- Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2004. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Research Papers by the Department of Economics, University of Geneva 2004.04, Département des Sciences Économiques, Université de Genève.
- Nunzio Cappuccio & Diego Lubian, 2010.
"The fragility of the KPSS stationarity test,"
Statistical Methods and Applications,
Springer, vol. 19(2), pages 237-253, June.
- Tadeusz Bednarski & Edyta Mocarska, 2006. "On robust model selection within the Cox model," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 279-290, 07.
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