Publication:5687665
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zbMath0857.62084MaRDI QIDQ5687665
Publication date: 10 March 1997
Full work available at URL: https://eudml.org/doc/27938
asymptotic distribution; asymptotic normality; consistent estimate; Gaussian stationary sequence; pure replacement outlier model; robust estimation of correlations
62F12: Asymptotic properties of parametric estimators
62M09: Non-Markovian processes: estimation
62F35: Robustness and adaptive procedures (parametric inference)
Cites Work