Infinitesimal Robustness for Diffusions

DOI10.1198/jasa.2010.tm08383zbMath1392.62251OpenAlexW2031941200MaRDI QIDQ5255302

Fabio Trojani, Davide La Vecchia

Publication date: 15 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:75158

zbMATH Keywords

M-estimatorsinfluence functioninfinitesimal generatorsaddle point approximationeigenexpansion

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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