M-processes and applications

DOI10.1016/J.CRMA.2006.11.029MaRDI QIDQ869722zbMATH OpenOpenAlexFDO

Authors F. Chebana

Publication date 8 March 2007

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2006.11.029

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Central limit and other weak theorems (60F05)

Recommendations

• Parametric estimation with a class of \(M\)-estimators
• On M-processes and M-estimation
• M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
• General \(M\)-estimation and its bootstrap
• Empirical processes indexed by estimated functions

Cites work

• scientific article; zbMATH DE number 1420699 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
• Asymptotic Statistics
• On Profile Likelihood
• Optimal robust \(M\)-estimates of location
• Robust Statistics

Cited in

(3)

• I-delaporte process and applications
• Convergence of the optimal M-estimator over a parametric family of M-estimators
• On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation

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