Second-order robustness for time series inference

DOI10.1007/S11203-023-09296-WMaRDI QIDQ6155084zbMATH OpenOpenAlexFDO

Authors Xiao-Fei Xu, Yan Liu, Masanobu Taniguchi

Publication date 16 February 2024

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-023-09296-w

zbMATH Keywords

Edgeworth expansionspectral densityWhittle estimatorGaussian stationary processsecond-order robustness

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

Cites work

• scientific article; zbMATH DE number 3188884 (Why is no real title available?)
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• On the second order asymptotic efficiency of estimators of Gaussian ARMA processes
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• Robust Estimation of a Location Parameter
• Robust Statistics
• Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
• The Influence Curve and Its Role in Robust Estimation
• The commutation matrix: Some properties and applications

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