Robustness of Inference for One-sample Problem with Correlated Observations
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Publication:3604108
DOI10.1080/02664760701231906zbMath1157.62061MaRDI QIDQ3604108
Publication date: 24 February 2009
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760701231906
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F35: Robustness and adaptive procedures (parametric inference)
65C05: Monte Carlo methods
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