Qualitative robustness for stochastic processes

DOI10.1214/aos/1176350506zbMath0644.62037OpenAlexW2028553454MaRDI QIDQ1102655

Graciela Boente, Ricardo Fraiman, Víctor J. Yohai

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350506

zbMATH Keywords

linear modelsautoregressive processesqualitative robustnessgeneralized M-estimatespi-robustnessstrong resistanceweak resistance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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