Fréchet differentiability in statistical inference for time series

Author:

Bednarski Tadeusz

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference19 articles.

1. Bednarski T, Clarke BR, Kolkiewicz W (1991) Statistical expansions and locally uniform Fréchet differentiability. J Austral Math Soc (Series A) 50: 88–97

2. Bednarski T (1993) Robust estimation in the Cox regression model. Scand J Statist 20: 213–225

3. Bednarski T, Clarke BR (1998) On locally uniform expansions for regular functionals. Discussiones Mathematicae. Algebra Stochastic Methods 18: 155–165

4. Bednarski T, Mocarska E (2006) On robust model selection within the Cox model. Econ J 9: 279–290

5. Cappuccio N, Lubian D (2010) The fragility of the KPSS stationarity test. Stat Methods Appl 19: 237–253

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. BIBLIOGRAPHY;Robustness Theory and Application;2018-08-06

2. Robust parameter estimation for the Ornstein–Uhlenbeck process;Statistical Methods & Applications;2012-05-26

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