Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models
Year of publication: |
2005
|
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Authors: | Mancini, Loriano ; Ronchetti, Elvezio ; Trojani, Fabio |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 100.2005, 470, p. 628-641
|
Subject: | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics |
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