Fréchet differentiability in statistical inference for time series
No abstract is available for this item.
If 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.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 19 (2010)
Issue (Month): 4 (November)
|Contact details of provider:|| Web page: http://www.springer.com|
Web page: http://www.sis-statistica.it/
|Order Information:||Web: http://www.springer.com/statistics/journal/10260/PS2|
References listed on IDEAS
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.:
- Nunzio Cappuccio & Diego Lubian, 2010.
"The fragility of the KPSS stationarity test,"
Statistical Methods & Applications,
Springer;Società Italiana di Statistica, vol. 19(2), pages 237-253, June.
- 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.
- 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.
- 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.
When requesting a correction, please mention this item's handle: RePEc:spr:stmapp:v:19:y:2010:i:4:p:517-528. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.