scientific article; zbMATH DE number 1210650

zbMATH Open0928.62075MaRDI QIDQ4213628FDOQ4213628

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Publication date: 9 September 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

conditional densitiesminimax optimizationCLAN-estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (8)

• Title not available (Why is that?)
• Robust estimation of the parameter in a contaminated Markov model.
• Title not available (Why is that?)
• Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
• Optimal robust estimation for discrete time stochastic processes
• Infinitesimal robustness for autoregressive processes
• Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
• Robust estimation for discrete‐time state space models

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