Robust parameter estimation for stationary processes by an exotic disparity from prediction problem-Reference-Cited by-同舟云学术

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Robust parameter estimation for stationary processes by an exotic disparity from prediction problem

Published:2017-10 Issue: Volume:129 Page:120-130
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Liu Yan^ORCID

Funder

Grant-in-Aid for Young Scientists (B)

Waseda University Grant for Special Research Projects

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference18 articles.

1. Regular Variation;Bingham,1987

2. Spectral analysis with randomly missing observations;Bloomfield;J. R. Stat. Soc. Ser. B Stat. Methodol.,1970

3. Statistical inference for irregularly observed processes;Brillinger,1984

4. Time Series: Theory and Methods;Brockwell,1991

5. I-divergence geometry of probability distributions and minimization problems;Csiszár;Ann. Probab.,1975

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