On the robust estimation in Poisson processes with periodic intensities

DOI10.1007/BF00049304zbMath0719.62095MaRDI QIDQ2640291

Nakahiro Yoshida, Toshiharu Hayashi

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

robustnessconsistencyasymptotic normalityM-estimatorsPoisson processperiodic intensity function

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05)

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Cites Work

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• Infinitesimal robustness for autoregressive processes
• Influence functionals for time series (with discussion)
• Robust M-estimators in diffusion processes
• Robust Estimation of the First-Order Autoregressive Parameter
• Robust Statistics

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