The change-of-variance function for dependent data (Q808574): 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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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+The Influence Curve and Its Role in Robust Estimation
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+Robust Estimation of a Location Parameter
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+The change-of-variance function for dependent data
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+Infinitesimal robustness for autoregressive processes
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+Ordinary and proper location <i>M</i>-estimates for autoregressive-moving average models
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+Influence functionals for time series (with discussion)
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+Min - max detection of weak signals in&amp;lt;tex&amp;gt;phi&amp;lt;/tex&amp;gt;-mixing noise
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+Robust estimation in dependent situations
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+Further remarks on robust estimation in dependent situations
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+Change-of-variance sensitivities in regression analysis
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+A maximum variance model for robust detection and estimation with dependent data
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+Robustness against unexpected dependence in the location model
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