Robustness of estimators on stationary observations

DOI10.1214/aop/1176994892zbMath0426.62021OpenAlexW2061069592MaRDI QIDQ1136175

Robert M. Gray, P. Papantoni-Kazakos

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994892

zbMATH Keywords

robust estimationstationary ergodic processesgeneralized Ornstein distancemarginal Prohorov distancestationary data

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic analysis (60H99)

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