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zbMath0564.62072MaRDI QIDQ3678518

Matthias Staab

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic expansion nuisance parameters local asymptotic normality regular estimators martingale differences transition probabilities robust estimation influence curve risk bounds vector parameter contamination neighbourhoods contamination models contaminated time series LAN conditions asymptotic lower minimax risk local asymptotic approach parametric ARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method ⋮ Local asymptotic normality for autoregression with infinite order ⋮ Robust parameter estimation for the Ornstein-Uhlenbeck process

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