The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
type: Item
instance of: scholarly article
title: The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
zbMATH Open document ID: 1465.62031
author: S. C. Pandhare
author: T. V. Ramanathan
published in: Statistical Inference for Stochastic Processes
publication date: 2021-05-03T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 7342250
zbMATH Keywords: asymmetric Laplace autoregressive process
zbMATH Keywords: exchange rates
zbMATH Keywords: focused model selection
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: quadratic mean differentiability
zbMATH Keywords: robust estimation for stochastic processes
zbMATH Keywords: time series outliers
zbMATH Keywords: von Mises functional calculus
describes a project that uses: robustbase
MaRDI profile type: Publication
full work available at URL: s11203-020-09208-2
OpenAlex ID: W3012408280
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DOI: 10.1007/S11203-020-09208-2
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description: scientific article; zbMATH DE number 7342250