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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- Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2004.
"Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models,"
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
2004.04, Institut d'Economie et Econométrie, Université de Genève.
- 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, 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.
- 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.
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