Robust estimation of the parameter in a contaminated Markov model.

zbMath1103.62362MaRDI QIDQ1856494

R. Chitashvili, N. Kordzakhia

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

M-estimatorsLevy processlikelihood processgross error sensitivityreplacement modelconvergence of statistical experimentsinfluence functional

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05)

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