Fréchet differentiability in statistical inference for time series

DOI10.1007/s10260-010-0143-yzbMath1332.62105OpenAlexW1969536348MaRDI QIDQ257586

Tadeusz Bednarski

Publication date: 17 March 2016

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-010-0143-y

zbMATH Keywords

differentiabilitytime seriesrobust inference

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

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