Robust estimation of the parameter in a contaminated Markov model.

zbMath1103.62362MaRDI QIDQ1856494

R. Chitashvili, N. Kordzakhia

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

M-estimators; Levy process; likelihood process; gross error sensitivity; replacement model; convergence of statistical experiments; influence functional

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F35: Robustness and adaptive procedures (parametric inference)

62M05: Markov processes: estimation; hidden Markov models

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