Robust estimation of the parameter in a contaminated Markov model.
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Publication:1856494
zbMath1103.62362MaRDI QIDQ1856494
Publication date: 10 February 2003
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
M-estimators; Levy process; likelihood process; gross error sensitivity; replacement model; convergence of statistical experiments; influence functional
62F12: Asymptotic properties of parametric estimators
62F35: Robustness and adaptive procedures (parametric inference)
62M05: Markov processes: estimation; hidden Markov models
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