Robust M-estimators in diffusion processes
type: Item
instance of: scholarly article
title: Robust M-estimators in diffusion processes
zbMATH Open document ID: 0671.62035
DOI: 10.1007/BF00049433
author: Nakahiro Yoshida
published in: Annals of the Institute of Statistical Mathematics
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 4098514
zbMATH Keywords: Sobolev space
zbMATH Keywords: robust estimation
zbMATH Keywords: diffusion processes
zbMATH Keywords: M-estimation
zbMATH Keywords: asymptotic variance
zbMATH Keywords: integral operator
zbMATH Keywords: boundedness of the influence function
zbMATH Keywords: optimal robust M-estimator
zbMATH Keywords: boundary value problem
zbMATH Keywords: second order differential equation
zbMATH Keywords: Ornstein-Uhlenbeck process
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00049433
OpenAlex ID: W2100238034
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description: scientific article; zbMATH DE number 4098514