scientific article; zbMATH DE number 958342

zbMath0857.62084MaRDI QIDQ5687665

Wiltrud Kuhlisch, Jan Hurt

Publication date: 10 March 1997

Full work available at URL: https://eudml.org/doc/27938

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

zbMATH Keywords

asymptotic distributionasymptotic normalityconsistent estimateGaussian stationary sequencepure replacement outlier modelrobust estimation of correlations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Influence functionals for time series (with discussion)
• On a simple estimate of correlations of stationary random sequences
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