Infinitesimal Robustness for Diffusions (Q5255302)

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scientific article; zbMATH DE number 6445721
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English
Infinitesimal Robustness for Diffusions
scientific article; zbMATH DE number 6445721

    Statements

    title
    Infinitesimal Robustness for Diffusions (English)
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    author
    Davide La Vecchia
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    Fabio Trojani
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    publication date
    15 June 2015
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    zbMATH Keywords
    eigenexpansion
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    infinitesimal generator
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    influence function
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    M-estimators
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    saddle point approximation
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60J60
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    62G35
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    zbMATH DE Number
    6445721
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    OpenAlex ID
    W2031941200
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