The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474): Difference between revisions
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Latest revision as of 19:38, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities |
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The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (English)
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3 May 2021
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asymmetric Laplace autoregressive process
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exchange rates
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focused model selection
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local asymptotic normality
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quadratic mean differentiability
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robust estimation for stochastic processes
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time series outliers
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von Mises functional calculus
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