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Fréchet differentiability in statistical inference for time series

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  • Tadeusz Bednarski

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  • Tadeusz Bednarski, 2010. "Fréchet differentiability in statistical inference for time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(4), pages 517-528, November.
    • Handle: RePEc:spr:stmapp:v:19:y:2010:i:4:p:517-528
    DOI: 10.1007/s10260-010-0143-y
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    References listed on IDEAS

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    1. Tadeusz Bednarski & Edyta Mocarska, 2006. "On robust model selection within the Cox model," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 279-290, July.
    2. Nunzio Cappuccio & Diego Lubian, 2010. "The fragility of the KPSS stationarity test," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(2), pages 237-253, June.
    3. Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
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    Cited by:

    1. Sonja Rieder, 2012. "Robust parameter estimation for the Ornstein–Uhlenbeck process," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 411-436, November.

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    More about this item

    Keywords

    Time series; Robust inference; Differentiability; 62F35; 62E20;
    All these keywords.

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