Fréchet differentiability in statistical inference for time series
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Statistical Methods & Applications.
Volume (Year): 19 (2010)
Issue (Month): 4 (November)
Contact details of provider:
Web page: http://link.springer.de/link/service/journals/10260/index.htm
Find related papers by JEL classification:
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- Sonja Rieder, 2012. "Robust parameter estimation for the Ornstein–Uhlenbeck process," Statistical Methods and Applications, Springer, vol. 21(4), pages 411-436, November.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.