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Robust Indirect Inference (Q4468524)

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scientific article; zbMATH DE number 2073215
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English
Robust Indirect Inference
scientific article; zbMATH DE number 2073215

    Statements

    title
    Robust Indirect Inference (English)
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    author
    Marc G. Genton
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    Elvezio Ronchetti
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    publication date
    10 June 2004
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    Mathematics Subject Classification ID
    62F35
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    62F10
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    62M05
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    62M10
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    60J65
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    zbMATH DE Number
    2073215
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    zbMATH Keywords
    correlated observations
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    influence function
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    robustness of validity
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    robustness of efficiency
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    space-time autoregression
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    stochastic differential equations
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    OpenAlex ID
    W2108015323
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