Qualitative robustness of estimators on stochastic processes

DOI10.1007/S00184-016-0582-ZMaRDI QIDQ504178zbMATH OpenOpenAlexFDO

Authors Katharina Strohriegl, Robert Hable

Publication date 25 January 2017

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-016-0582-z

zbMATH Keywords

weak dependencestatistical functionalqualitative robustnessstochastic process

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Probability measures on topological spaces (60B05) Sequential estimation (62L12)

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Cited in

(10)

• Qualitative robustness in time series
• scientific article; zbMATH DE number 69457 (Why is no real title available?)
• Resistant estimators for stationary ergodic stochastic processes.
• Qualitative robustness of statistical functionals under strong mixing
• The robustness of the quasilikelihood estimator
• Qualitative and infinitesimal robustness of tail-dependent statistical functionals
• scientific article; zbMATH DE number 5580099 (Why is no real title available?)
• A definition of qualitative robustness for general point estimators, and examples
• Qualitative robustness for stochastic processes
• scientific article; zbMATH DE number 3905647 (Why is no real title available?)

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• robustbase

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