Robust Indirect Inference
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Publication:4468524
DOI10.1198/016214503388619102zbMath1047.62025OpenAlexW2108015323MaRDI QIDQ4468524
Elvezio Ronchetti, Marc G. Genton
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214503388619102
stochastic differential equationsinfluence functionrobustness of validitycorrelated observationsrobustness of efficiencyspace-time autoregression
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65)
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