Robust M-estimators in diffusion processes (Q1119307): Difference between revisions

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+General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
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+Robust Estimation of the First-Order Autoregressive Parameter
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+Robust Statistics
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+Infinitesimal robustness for autoregressive processes
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+Estimation of a Parameter of a Diffusion Process
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+Influence functionals for time series (with discussion)
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